+16.8%
PG vs PLUG
-51.0%
+67.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.8% | +9.0% | -0.2% |
| 7D | +0.6% | -8.1% | +8.7% | +0.2% |
| 30D | +10.5% | -20.5% | +31.0% | +9.6% |
| 3M | +17.4% | -45.9% | +63.2% | +14.8% |
| 6M | +18.4% | -65.2% | +83.6% | +14.6% |
| YTD | +20.7% | -37.1% | +57.7% | +19.1% |
| 1Y | +16.8% | -54.6% | +71.4% | +16.5% |
| All | +16.8% | -51.0% | +67.8% | +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