+1,573.8%
PBR vs PLUG
-99.5%
+1,673.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | +8.6% | -0.9% | +9.5% | +8.6% |
| 30D | +12.8% | +3.3% | +9.5% | +12.2% |
| 3M | +14.7% | -39.7% | +54.4% | +19.9% |
| 6M | +25.2% | -12.5% | +37.7% | +24.9% |
| YTD | +77.1% | +10.2% | +67.0% | +71.1% |
| 1Y | +69.6% | +50.7% | +18.9% | +54.9% |
| 3Y | +95.6% | -74.5% | +170.1% | +91.6% |
| 5Y | +501.8% | -91.8% | +593.5% | +524.9% |
| 10Y | +640.6% | +43.7% | +596.9% | +385.1% |
| All | +1,573.8% | -99.5% | +1,673.2% | +895.1% |
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