-26.0%
PLUG vs REPL
+35.1%
-61.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.0% | -0.6% | +6.6% |
| 7D | +5.8% | +22.8% | -16.9% | +3.7% |
| 30D | -18.5% | +63.8% | -82.3% | -22.7% |
| 3M | -30.0% | +68.1% | -98.1% | -34.0% |
| 6M | -56.2% | +528.5% | -584.7% | -67.7% |
| YTD | -26.4% | +122.4% | -148.8% | -43.0% |
| 1Y | -42.2% | +154.4% | -196.6% | -56.2% |
| 3Y | -76.8% | +68.0% | -144.8% | -88.1% |
| 5Y | -96.2% | -35.4% | -60.9% | -97.6% |
| All | -26.0% | +35.1% | -61.1% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling