-42.1%
PLUG vs SHAK
-21.2%
-20.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +3.0% |
| 7D | +2.8% | +8.3% | -5.5% | +1.4% |
| 30D | -22.8% | +16.7% | -39.5% | -24.9% |
| 3M | -32.4% | +10.0% | -42.4% | -33.6% |
| 6M | -53.4% | -23.8% | -29.6% | -48.3% |
| YTD | -25.9% | -10.3% | -15.6% | -26.8% |
| 1Y | -42.1% | -22.9% | -19.2% | -33.3% |
| All | -42.1% | -21.2% | -20.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling