+20.0%
PLUG vs PHM
+746.3%
-726.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.9% | +1.9% |
| 7D | +14.5% | +3.5% | +11.0% | +11.8% |
| 30D | -10.7% | +21.2% | -31.9% | -21.3% |
| 3M | -31.2% | +2.5% | -33.7% | -32.9% |
| 6M | -51.9% | +16.1% | -68.0% | -57.5% |
| YTD | -23.9% | +16.6% | -40.5% | -34.3% |
| 1Y | -43.4% | +14.4% | -57.8% | -50.5% |
| 3Y | -74.7% | +71.9% | -146.6% | -82.9% |
| 5Y | -96.3% | +174.3% | -270.7% | -98.1% |
| 10Y | +20.0% | +744.0% | -724.0% | -63.1% |
| All | +20.0% | +746.3% | -726.3% | -63.1% |
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