-75.7%
PATH vs PLUG
-91.8%
+16.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.5% | -17.3% |
| 7D | -16.3% | -0.9% | -15.4% | -16.3% |
| 30D | +9.9% | +3.3% | +6.6% | +8.8% |
| 3M | +30.2% | -39.7% | +69.9% | +44.6% |
| 6M | +37.2% | -12.5% | +49.7% | +35.0% |
| YTD | -7.3% | +10.2% | -17.5% | -15.3% |
| 1Y | +40.0% | +50.7% | -10.7% | +12.9% |
| 3Y | -4.4% | -74.5% | +70.1% | +1.9% |
| All | -75.7% | -91.8% | +16.1% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling