-56.6%
PLUG vs PSLV
+117.0%
-173.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | +3.3% | +7.3% | -3.9% | +1.2% |
| 3M | -39.7% | -7.4% | -32.3% | -38.4% |
| 6M | -12.5% | -20.3% | +7.8% | -7.6% |
| YTD | +10.2% | -8.2% | +18.4% | +8.4% |
| 1Y | +50.7% | +57.9% | -7.2% | +25.8% |
| 3Y | -74.5% | +162.1% | -236.6% | -81.4% |
| 5Y | -91.8% | +151.2% | -242.9% | -94.0% |
| 10Y | +43.7% | +191.7% | -148.0% | -0.3% |
| All | -56.6% | +117.0% | -173.6% | -72.4% |
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