+364.4%
PCAR vs PLUG
+43.7%
+320.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | 0.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | -6.2% | +3.3% | -9.6% | -6.5% |
| 3M | +5.9% | -39.7% | +45.6% | +9.0% |
| 6M | +0.4% | -12.5% | +12.9% | +0.3% |
| YTD | +14.8% | +10.2% | +4.7% | +12.3% |
| 1Y | +30.1% | +50.7% | -20.6% | +22.7% |
| 3Y | +66.7% | -74.5% | +141.2% | +65.5% |
| 5Y | +166.1% | -91.8% | +257.9% | +176.3% |
| All | +364.4% | +43.7% | +320.7% | +272.8% |
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