-7.5%
PLUG vs PHM
+677.6%
-685.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -6.8% | -4.8% | -2.1% | -4.0% |
| 30D | -16.0% | +16.5% | -32.6% | -24.1% |
| 3M | -38.7% | -2.0% | -36.7% | -38.6% |
| 6M | -61.4% | +12.7% | -74.0% | -65.2% |
| YTD | -31.0% | +11.2% | -42.1% | -38.6% |
| 1Y | -46.2% | +7.7% | -54.0% | -51.2% |
| 3Y | -61.5% | +60.9% | -122.4% | -72.7% |
| 5Y | -96.9% | +167.7% | -264.6% | -98.4% |
| 10Y | -7.5% | +692.1% | -699.6% | -71.1% |
| All | -7.5% | +677.6% | -685.1% | -71.1% |
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