+496.0%
PBR vs PLUG
-91.8%
+587.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.0% |
| 7D | +8.6% | -0.9% | +9.5% | +8.6% |
| 30D | +12.8% | +3.3% | +9.5% | +12.6% |
| 3M | +14.7% | -39.7% | +54.4% | +16.9% |
| 6M | +25.2% | -12.5% | +37.7% | +25.0% |
| YTD | +77.1% | +10.2% | +67.0% | +74.5% |
| 1Y | +69.6% | +50.7% | +18.9% | +62.8% |
| 3Y | +95.6% | -74.5% | +170.1% | +96.8% |
| All | +496.0% | -91.8% | +587.9% | +530.5% |
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