-76.8%
PLUG vs PHM
+64.3%
-141.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.5% |
| 7D | +5.8% | +6.2% | -0.4% | +1.6% |
| 30D | -18.5% | +17.9% | -36.5% | -26.8% |
| 3M | -30.0% | +2.5% | -32.4% | -31.6% |
| 6M | -56.2% | +10.8% | -67.0% | -60.1% |
| YTD | -26.4% | +13.7% | -40.1% | -36.5% |
| 1Y | -42.2% | +12.4% | -54.6% | -49.7% |
| 3Y | -76.8% | +65.6% | -142.5% | -90.0% |
| All | -76.8% | +64.3% | -141.2% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling