-71.6%
PLUG vs PSLV
+175.1%
-246.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.9% | +4.5% |
| 7D | +8.1% | +2.7% | +5.5% | +6.9% |
| 30D | +3.7% | +3.5% | +0.2% | +2.1% |
| 3M | -29.2% | +0.3% | -29.4% | -29.6% |
| 6M | +6.1% | -21.0% | +27.1% | +15.1% |
| YTD | +14.7% | -8.9% | +23.6% | +3.3% |
| 1Y | +56.9% | +54.0% | +3.0% | -6.5% |
| 3Y | -71.6% | +175.4% | -247.1% | -90.9% |
| All | -71.6% | +175.1% | -246.7% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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