+55.9%
PLUG vs PHM
+540.0%
-484.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.7% | +6.3% |
| 7D | +8.1% | -2.5% | +10.6% | +9.6% |
| 30D | +3.7% | -9.7% | +13.3% | +10.1% |
| 3M | -29.2% | +2.2% | -31.4% | -31.4% |
| 6M | +6.1% | -5.7% | +11.8% | +7.2% |
| YTD | +14.7% | +2.8% | +11.9% | +8.0% |
| 1Y | +56.9% | -14.4% | +71.4% | +66.1% |
| 3Y | -71.6% | +52.2% | -123.8% | -79.1% |
| 5Y | -91.0% | +154.3% | -245.3% | -95.1% |
| 10Y | +55.9% | +545.9% | -490.0% | -42.7% |
| All | +55.9% | +540.0% | -484.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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