+95.5%
PEP vs PLUG
-25.0%
+120.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.5% | +12.7% | +2.4% |
| 7D | +2.9% | -23.4% | +26.3% | +3.3% |
| 30D | +12.5% | -23.4% | +36.0% | +12.9% |
| 3M | +4.5% | -51.7% | +56.3% | +5.7% |
| 6M | -0.5% | -72.0% | +71.5% | +1.5% |
| YTD | +4.4% | -43.7% | +48.1% | +4.7% |
| 1Y | +4.4% | -55.4% | +59.8% | +5.1% |
| 3Y | -3.4% | -68.0% | +64.6% | -4.6% |
| 5Y | +5.2% | -97.4% | +102.6% | +10.0% |
| All | +95.5% | -25.0% | +120.5% | +69.3% |
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