+726.6%
PEP vs PLUG
-99.1%
+825.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.4% |
| 7D | +6.7% | -4.9% | +11.6% | +6.8% |
| 30D | +13.5% | -27.4% | +40.9% | +14.2% |
| 3M | +3.9% | -35.7% | +39.6% | +4.8% |
| 6M | -6.0% | -59.3% | +53.3% | -4.5% |
| YTD | +2.5% | -31.5% | +33.9% | +2.6% |
| 1Y | +3.9% | -48.9% | +52.8% | +4.6% |
| 3Y | -4.7% | -79.6% | +75.0% | -4.7% |
| 5Y | +1.1% | -96.5% | +97.6% | +4.0% |
| 10Y | +83.8% | -4.9% | +88.8% | +67.9% |
| All | +726.6% | -99.1% | +825.7% | +597.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling