+295.0%
PCAR vs PLUG
-2.2%
+297.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.5% |
| 7D | +2.2% | -6.8% | +9.0% | +2.6% |
| 30D | +0.3% | -16.0% | +16.4% | +1.3% |
| 3M | -17.9% | -38.7% | +20.8% | -15.6% |
| 6M | -3.4% | -61.4% | +58.0% | +1.8% |
| YTD | -0.1% | -31.0% | +30.9% | +0.4% |
| 1Y | +13.4% | -46.2% | +59.7% | +15.6% |
| 3Y | +37.2% | -61.5% | +98.7% | +32.6% |
| 5Y | +117.3% | -96.9% | +214.2% | +141.2% |
| 10Y | +295.0% | -7.5% | +302.4% | +235.9% |
| All | +295.0% | -2.2% | +297.1% | +235.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling