+1,808.1%
PLD vs PLUG
-98.6%
+1,906.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.0% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -2.4% | +3.3% | -5.8% | -2.8% |
| 3M | -3.8% | -39.7% | +35.9% | -0.1% |
| 6M | 0.0% | -12.5% | +12.5% | -0.2% |
| YTD | +9.2% | +10.2% | -0.9% | +5.9% |
| 1Y | +25.9% | +50.7% | -24.8% | +16.6% |
| 3Y | +21.3% | -74.5% | +95.8% | +19.8% |
| 5Y | +14.1% | -91.8% | +105.9% | +19.3% |
| 10Y | +237.9% | +43.7% | +194.2% | +141.5% |
| All | +1,808.1% | -98.6% | +1,906.8% | +1,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling