+213.6%
PH vs PLUG
-96.5%
+310.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.0% | +9.9% | +1.6% |
| 7D | +2.1% | -3.2% | +5.3% | +2.3% |
| 30D | +0.3% | -18.7% | +19.0% | +1.8% |
| 3M | -8.8% | -35.3% | +26.5% | -5.9% |
| 6M | +10.0% | -56.2% | +66.3% | +16.2% |
| YTD | +10.5% | -30.7% | +41.2% | +11.0% |
| 1Y | +15.5% | -46.7% | +62.2% | +18.3% |
| 3Y | +136.4% | -61.3% | +197.7% | +124.0% |
| 5Y | +213.6% | -96.6% | +310.2% | +303.4% |
| All | +213.6% | -96.5% | +310.1% | +303.4% |
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 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