-0.7%
PLD vs PLUG
-96.4%
+95.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.9% |
| 7D | -0.8% | +5.8% | -6.6% | -1.3% |
| 30D | -0.3% | -18.5% | +18.3% | +1.3% |
| 3M | -8.0% | -30.0% | +21.9% | -5.5% |
| 6M | -9.8% | -56.2% | +46.4% | -4.4% |
| YTD | +1.8% | -26.4% | +28.2% | +1.4% |
| 1Y | +5.6% | -42.2% | +47.8% | +7.2% |
| 3Y | +33.3% | -76.8% | +110.1% | +34.2% |
| All | -0.7% | -96.4% | +95.7% | +19.0% |
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