+697.1%
PEP vs PLUG
-98.6%
+795.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.7% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +0.2% | +3.3% | -3.1% | +0.1% |
| 3M | -1.1% | -39.7% | +38.6% | -0.2% |
| 6M | -13.5% | -12.5% | -1.0% | -13.6% |
| YTD | -1.2% | +10.2% | -11.3% | -2.0% |
| 1Y | -1.6% | +50.7% | -52.2% | -3.5% |
| 3Y | -12.5% | -74.5% | +62.0% | -12.9% |
| 5Y | +3.0% | -91.8% | +94.8% | +3.9% |
| 10Y | +73.9% | +43.7% | +30.2% | +57.5% |
| All | +697.1% | -98.6% | +795.8% | +566.1% |
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