+257.2%
PLD vs PLUG
-25.0%
+282.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.9% |
| 7D | +1.3% | -23.4% | +24.8% | +3.3% |
| 30D | -1.4% | -23.4% | +22.1% | +0.4% |
| 3M | -8.2% | -51.7% | +43.6% | -3.4% |
| 6M | -8.0% | -72.0% | +64.0% | +0.3% |
| YTD | +3.2% | -43.7% | +46.8% | +5.0% |
| 1Y | +7.0% | -55.4% | +62.4% | +10.7% |
| 3Y | +38.3% | -68.0% | +106.3% | +34.6% |
| 5Y | +0.2% | -97.4% | +97.6% | +13.8% |
| All | +257.2% | -25.0% | +282.2% | +192.6% |
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