-77.8%
PLUG vs PSLV
+57.8%
-135.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.3% | -8.2% | -9.8% |
| 7D | -23.4% | -6.3% | -17.2% | -21.8% |
| 30D | -23.4% | -12.7% | -10.8% | -20.2% |
| 3M | -51.7% | -24.7% | -27.0% | -47.4% |
| 6M | -72.0% | -44.6% | -27.4% | -66.8% |
| YTD | -43.7% | -33.3% | -10.4% | -39.0% |
| 1Y | -55.4% | -8.6% | -46.8% | -56.4% |
| 3Y | -68.0% | +108.2% | -176.2% | -74.9% |
| 5Y | -97.4% | +79.1% | -176.5% | -97.9% |
| 10Y | -24.5% | +137.7% | -162.1% | -42.8% |
| All | -77.8% | +57.8% | -135.6% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling