+38.1%
O vs PLUG
-78.4%
+116.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -0.9% |
| 7D | +3.7% | +5.8% | -2.1% | +3.6% |
| 30D | +11.2% | -18.5% | +29.7% | +11.6% |
| 3M | -4.0% | -30.0% | +26.0% | -3.4% |
| 6M | -5.2% | -56.2% | +51.0% | -4.0% |
| YTD | +9.5% | -26.4% | +35.9% | +9.2% |
| 1Y | +10.6% | -42.2% | +52.8% | +10.9% |
| 3Y | +38.1% | -76.8% | +114.9% | +40.7% |
| All | +38.1% | -78.4% | +116.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling