+256.8%
PLD vs PLUG
+25.0%
+231.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +2.6% |
| 7D | +0.7% | +14.5% | -13.8% | -0.4% |
| 30D | +0.8% | -10.7% | +11.5% | +1.5% |
| 3M | -6.1% | -31.2% | +25.1% | -3.7% |
| 6M | -8.0% | -51.9% | +43.9% | -3.8% |
| YTD | +4.7% | -23.9% | +28.5% | +4.3% |
| 1Y | +7.2% | -43.4% | +50.6% | +9.0% |
| 3Y | +39.2% | -74.7% | +113.9% | +37.5% |
| 5Y | +1.9% | -96.3% | +98.2% | +12.7% |
| 10Y | +256.8% | +20.0% | +236.8% | +195.9% |
| All | +256.8% | +25.0% | +231.8% | +195.9% |
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