+1,426.5%
PBR vs PLUG
-99.6%
+1,526.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -1.3% |
| 7D | -13.3% | +14.5% | -27.8% | -14.5% |
| 30D | -27.5% | -10.7% | -16.8% | -26.8% |
| 3M | +5.2% | -31.2% | +36.4% | +8.6% |
| 6M | -6.4% | -51.9% | +45.5% | -0.8% |
| YTD | +61.6% | -23.9% | +85.4% | +61.2% |
| 1Y | +48.9% | -43.4% | +92.3% | +52.3% |
| 3Y | +70.0% | -74.7% | +144.7% | +66.1% |
| 5Y | +469.0% | -96.3% | +565.3% | +543.6% |
| 10Y | +471.6% | +20.0% | +451.6% | +279.9% |
| All | +1,426.5% | -99.6% | +1,526.2% | +837.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling