-31.1%
PLUG vs REPL
+25.1%
-56.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.3% | -7.2% |
| 7D | -4.9% | +15.1% | -20.1% | -6.3% |
| 30D | -27.4% | +51.1% | -78.5% | -30.6% |
| 3M | -35.7% | +69.2% | -104.9% | -39.5% |
| 6M | -59.3% | +597.6% | -656.9% | -70.6% |
| YTD | -31.5% | +106.0% | -137.4% | -46.5% |
| 1Y | -48.9% | +133.3% | -182.2% | -60.9% |
| 3Y | -79.6% | +41.0% | -120.6% | -89.2% |
| 5Y | -96.5% | -40.1% | -56.3% | -97.8% |
| All | -31.1% | +25.1% | -56.2% | -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 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