+278.2%
PCAR vs PLUG
+9.2%
+269.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.0% | +9.2% | +0.7% |
| 7D | +3.8% | -3.2% | +7.0% | +4.0% |
| 30D | -2.0% | -18.7% | +16.8% | -0.8% |
| 3M | -19.1% | -35.3% | +16.2% | -17.1% |
| 6M | -6.8% | -56.2% | +49.4% | -2.6% |
| YTD | -2.5% | -30.7% | +28.2% | -2.0% |
| 1Y | +9.7% | -46.7% | +56.3% | +11.9% |
| 3Y | +34.0% | -61.3% | +95.3% | +29.4% |
| 5Y | +113.3% | -96.6% | +209.9% | +135.2% |
| 10Y | +278.2% | +1.1% | +277.1% | +212.6% |
| All | +278.2% | +9.2% | +269.0% | +212.6% |
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