+747.9%
PH vs PLUG
+6.6%
+741.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.4% | -4.5% | +2.2% |
| 7D | +2.0% | +5.8% | -3.8% | +1.4% |
| 30D | -3.7% | -18.5% | +14.9% | -1.9% |
| 3M | -14.0% | -30.0% | +15.9% | -11.4% |
| 6M | +2.1% | -56.2% | +58.3% | +9.2% |
| YTD | +5.1% | -26.4% | +31.5% | +5.2% |
| 1Y | +10.9% | -42.2% | +53.2% | +13.4% |
| 3Y | +132.9% | -76.8% | +209.8% | +131.5% |
| 5Y | +200.1% | -96.2% | +296.3% | +252.9% |
| All | +747.9% | +6.6% | +741.3% | +565.4% |
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