-30.6%
PLUG vs REPL
+36.1%
-66.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.1% |
| 7D | -6.8% | +5.3% | -12.1% | -7.4% |
| 30D | -16.0% | +66.6% | -82.7% | -20.5% |
| 3M | -38.7% | +59.6% | -98.3% | -41.9% |
| 6M | -61.4% | +482.4% | -543.7% | -71.1% |
| YTD | -31.0% | +124.1% | -155.0% | -46.6% |
| 1Y | -46.2% | +138.6% | -184.8% | -58.8% |
| 3Y | -61.5% | +96.0% | -157.5% | -81.1% |
| 5Y | -96.9% | -35.4% | -61.5% | -98.0% |
| All | -30.6% | +36.1% | -66.7% | -67.7% |
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