+17.0%
PG vs PLUG
-44.1%
+61.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +3.4% |
| 7D | +5.7% | +2.8% | +2.9% | +5.9% |
| 30D | +15.4% | -22.8% | +38.2% | +14.3% |
| 3M | +13.8% | -32.4% | +46.2% | +12.3% |
| 6M | +18.3% | -53.4% | +71.7% | +15.7% |
| YTD | +20.1% | -25.9% | +46.0% | +19.4% |
| 1Y | +17.0% | -42.1% | +59.1% | +16.5% |
| All | +17.0% | -44.1% | +61.1% | +16.5% |
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