+703.5%
PH vs PLUG
-1.4%
+705.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +1.7% |
| 7D | +2.1% | -2.8% | +5.0% | +2.3% |
| 30D | +0.3% | -18.5% | +18.7% | +2.0% |
| 3M | -8.8% | -35.1% | +26.3% | -5.4% |
| 6M | +10.0% | -56.1% | +66.1% | +17.6% |
| YTD | +10.5% | -30.5% | +40.9% | +11.2% |
| 1Y | +15.5% | -46.5% | +62.0% | +18.9% |
| 3Y | +136.4% | -61.2% | +197.5% | +123.2% |
| 5Y | +213.6% | -96.6% | +310.2% | +272.5% |
| All | +703.5% | -1.4% | +705.0% | +539.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling