+134.5%
PH vs PLUG
-66.9%
+201.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.4% |
| 7D | +4.3% | -23.4% | +27.8% | +5.5% |
| 30D | +0.1% | -23.4% | +23.6% | +1.2% |
| 3M | -9.4% | -51.7% | +42.4% | -6.8% |
| 6M | +8.8% | -72.0% | +80.7% | +13.9% |
| YTD | +9.6% | -43.7% | +53.3% | +10.9% |
| 1Y | +14.4% | -55.4% | +69.9% | +16.8% |
| 3Y | +134.5% | -68.0% | +202.5% | +133.4% |
| All | +134.5% | -66.9% | +201.4% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling