-90.5%
PLUG vs BOXX
+19.3%
-109.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | 0.0% | -23.4% | -23.5% |
| 30D | -23.4% | +0.4% | -23.8% | -23.6% |
| 3M | -51.7% | +1.0% | -52.7% | -51.7% |
| 6M | -72.0% | +2.0% | -74.0% | -72.0% |
| YTD | -43.7% | +3.4% | -47.1% | -45.5% |
| 1Y | -55.4% | +4.1% | -59.5% | -57.3% |
| 3Y | -68.0% | +14.4% | -82.4% | -66.0% |
| All | -90.5% | +19.3% | -109.8% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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