+80.1%
PEP vs PLUG
+6.6%
+73.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.1% |
| 7D | +2.9% | +5.8% | -2.9% | +2.8% |
| 30D | +14.2% | -18.5% | +32.8% | +14.6% |
| 3M | +3.2% | -30.0% | +33.1% | +3.7% |
| 6M | -7.4% | -56.2% | +48.8% | -6.3% |
| YTD | +1.5% | -26.4% | +27.9% | +1.3% |
| 1Y | +3.9% | -42.2% | +46.1% | +4.2% |
| 3Y | -5.5% | -76.8% | +71.3% | -5.7% |
| 5Y | +0.1% | -96.2% | +96.4% | +3.8% |
| All | +80.1% | +6.6% | +73.5% | +57.0% |
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