+560.8%
PG vs PLUG
-99.3%
+660.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.5% | +1.3% |
| 7D | +2.7% | -23.4% | +26.1% | +3.2% |
| 30D | +9.2% | -23.4% | +32.6% | +9.7% |
| 3M | +18.5% | -51.7% | +70.2% | +20.1% |
| 6M | +21.1% | -72.0% | +93.0% | +23.9% |
| YTD | +21.9% | -43.7% | +65.6% | +22.5% |
| 1Y | +18.1% | -55.4% | +73.5% | +19.2% |
| 3Y | +20.6% | -68.0% | +88.6% | +19.4% |
| 5Y | +31.8% | -97.4% | +129.2% | +36.3% |
| 10Y | +166.5% | -24.5% | +191.0% | +143.3% |
| All | +560.8% | -99.3% | +660.1% | +459.2% |
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