+58.4%
PLUG vs SHAK
+77.6%
-19.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -0.9% |
| 7D | +3.8% | -7.2% | +11.0% | +7.5% |
| 30D | +2.8% | -11.8% | +14.7% | +9.1% |
| 3M | -25.4% | +17.2% | -42.6% | -32.7% |
| 6M | -0.5% | -34.1% | +33.7% | +13.9% |
| YTD | +10.2% | -22.4% | +32.5% | +15.4% |
| 1Y | +53.9% | -35.9% | +89.8% | +78.0% |
| 3Y | -72.7% | -3.4% | -69.4% | -77.5% |
| 5Y | -91.4% | -25.4% | -66.0% | -92.2% |
| 10Y | +58.4% | +83.4% | -25.0% | -17.2% |
| All | +58.4% | +77.6% | -19.2% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling