+196.7%
PH vs PLUG
-96.4%
+293.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.4% | -4.5% | +2.3% |
| 7D | +2.0% | +5.8% | -3.8% | +1.5% |
| 30D | -3.7% | -18.5% | +14.9% | -2.2% |
| 3M | -14.0% | -30.0% | +15.9% | -11.9% |
| 6M | +2.1% | -56.2% | +58.3% | +7.9% |
| YTD | +5.1% | -26.4% | +31.5% | +5.1% |
| 1Y | +10.9% | -42.2% | +53.2% | +12.9% |
| 3Y | +132.9% | -76.8% | +209.8% | +135.8% |
| All | +196.7% | -96.4% | +293.1% | +281.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling