+2.0%
PEP vs PLUG
-96.4%
+98.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.1% | +0.4% |
| 7D | +1.0% | +14.5% | -13.5% | +1.0% |
| 30D | +12.6% | -10.7% | +23.3% | +12.7% |
| 3M | +3.1% | -31.2% | +34.3% | +3.3% |
| 6M | -6.3% | -51.9% | +45.6% | -6.1% |
| YTD | +1.9% | -23.9% | +25.7% | +1.6% |
| 1Y | +3.3% | -43.4% | +46.7% | +3.3% |
| 3Y | -4.8% | -74.7% | +69.9% | -5.2% |
| 5Y | +2.0% | -96.3% | +98.4% | +3.1% |
| All | +2.0% | -96.4% | +98.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling