+10.7%
PLUG vs REPL
-6.0%
+16.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.0% |
| 7D | -0.9% | -3.0% | +2.1% | -0.7% |
| 30D | +3.3% | +27.1% | -23.8% | +0.5% |
| 3M | -39.7% | +52.4% | -92.1% | -45.1% |
| 6M | -12.5% | +107.4% | -119.9% | -32.0% |
| YTD | +10.2% | +54.7% | -44.6% | -11.2% |
| 1Y | +50.7% | +158.9% | -108.2% | +3.2% |
| 3Y | -74.5% | -23.7% | -50.8% | -84.6% |
| 5Y | -91.8% | -54.3% | -37.4% | -94.6% |
| All | +10.7% | -6.0% | +16.7% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling