-97.1%
PLUG vs SHAK
-13.2%
-84.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.1% | -5.7% | -7.2% |
| 7D | -8.1% | +4.1% | -12.2% | -9.8% |
| 30D | -20.5% | +2.3% | -22.8% | -21.5% |
| 3M | -45.9% | -0.2% | -45.6% | -46.4% |
| 6M | -65.2% | +10.1% | -75.2% | -68.4% |
| YTD | -37.1% | -10.5% | -26.6% | -39.5% |
| 1Y | -54.6% | -22.4% | -32.2% | -52.3% |
| 3Y | -64.9% | +32.1% | -96.9% | -80.1% |
| 5Y | -97.1% | -14.0% | -83.1% | -97.9% |
| All | -97.1% | -13.2% | -84.0% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling