-22.3%
PINS vs PLUG
-42.9%
+20.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.4% | -11.6% | -5.5% |
| 7D | -2.1% | +5.8% | -7.9% | -3.2% |
| 30D | -6.6% | -18.5% | +11.9% | -3.6% |
| 3M | -18.7% | -30.0% | +11.2% | -14.2% |
| 6M | -10.4% | -56.2% | +45.8% | +1.0% |
| YTD | -26.8% | -26.4% | -0.4% | -26.6% |
| 1Y | -27.9% | -42.2% | +14.4% | -25.0% |
| 3Y | -38.7% | -76.8% | +38.2% | -39.8% |
| 5Y | -59.0% | -96.2% | +37.2% | -40.2% |
| All | -22.3% | -42.9% | +20.6% | -53.8% |
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