+1,441.5%
PBR vs PLUG
-99.6%
+1,541.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.8% | -2.2% |
| 7D | -16.0% | +5.8% | -21.8% | -16.5% |
| 30D | -22.8% | -18.5% | -4.2% | -21.4% |
| 3M | +3.0% | -30.0% | +32.9% | +6.1% |
| 6M | -8.1% | -56.2% | +48.1% | -1.7% |
| YTD | +63.1% | -26.4% | +89.5% | +63.3% |
| 1Y | +59.3% | -42.2% | +101.5% | +62.6% |
| 3Y | +66.1% | -76.8% | +143.0% | +63.9% |
| 5Y | +495.8% | -96.2% | +592.0% | +571.7% |
| 10Y | +514.7% | +2.1% | +512.6% | +315.0% |
| All | +1,441.5% | -99.6% | +1,541.2% | +850.1% |
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