-97.3%
PLUG vs PHM
+158.6%
-256.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.1% | -10.6% | -10.5% |
| 7D | -23.4% | -4.1% | -19.3% | -20.7% |
| 30D | -23.4% | +16.1% | -39.6% | -32.5% |
| 3M | -51.7% | -2.5% | -49.2% | -51.4% |
| 6M | -72.0% | +12.9% | -84.9% | -75.6% |
| YTD | -43.7% | +9.0% | -52.7% | -51.4% |
| 1Y | -55.4% | +8.2% | -63.6% | -61.4% |
| 3Y | -68.0% | +58.4% | -126.5% | -81.4% |
| All | -97.3% | +158.6% | -256.0% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling