-76.7%
PLUG vs MOD
+133.8%
-210.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -21.4% | +25.0% | +8.6% |
| 7D | +2.8% | -31.3% | +34.2% | +11.5% |
| 30D | -22.8% | -46.1% | +23.4% | -11.2% |
| 3M | -32.4% | -51.1% | +18.7% | -20.6% |
| 6M | -53.4% | -62.1% | +8.7% | -42.5% |
| YTD | -25.9% | -26.2% | +0.3% | -24.0% |
| 1Y | -42.1% | -32.6% | -9.5% | -39.7% |
| All | -76.7% | +133.8% | -210.5% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3y: compounded portfolio wealth divided by compounded MOD 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…
3y analysis · Full analysis span regression · 6 months rolling