+3.7%
PEP vs PLUG
-46.2%
+50.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.2% |
| 7D | +1.1% | -6.8% | +7.9% | +0.8% |
| 30D | +13.6% | -16.0% | +29.7% | +13.0% |
| 3M | +5.1% | -38.7% | +43.8% | +3.3% |
| 6M | -1.6% | -61.4% | +59.8% | -4.4% |
| YTD | +3.3% | -31.0% | +34.3% | +2.2% |
| All | +3.7% | -46.2% | +50.0% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling