+209.7%
PH vs PLUG
-97.5%
+307.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.8% |
| 7D | +4.3% | -23.4% | +27.8% | +6.5% |
| 30D | +0.1% | -23.4% | +23.6% | +2.1% |
| 3M | -9.4% | -51.7% | +42.4% | -4.4% |
| 6M | +8.8% | -72.0% | +80.7% | +19.1% |
| YTD | +9.6% | -43.7% | +53.3% | +11.9% |
| 1Y | +14.4% | -55.4% | +69.9% | +18.9% |
| 3Y | +134.5% | -68.0% | +202.5% | +125.2% |
| All | +209.7% | -97.5% | +307.2% | +310.7% |
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