-22.3%
PINS vs PLUG
-46.3%
+23.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | +1.0% |
| 7D | -6.9% | -3.2% | -3.7% | -6.5% |
| 30D | -11.4% | -18.7% | +7.3% | -8.5% |
| 3M | -22.2% | -35.3% | +13.1% | -16.8% |
| 6M | -10.9% | -56.2% | +45.3% | +0.4% |
| YTD | -26.8% | -30.7% | +3.9% | -26.0% |
| 1Y | -29.8% | -46.7% | +16.8% | -26.1% |
| 3Y | -39.0% | -61.3% | +22.3% | -46.3% |
| 5Y | -58.7% | -96.6% | +37.9% | -38.6% |
| All | -22.3% | -46.3% | +23.9% | -53.4% |
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 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