-91.0%
PLUG vs SHAK
-22.1%
-69.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +5.6% |
| 7D | +8.1% | -0.3% | +8.5% | +8.2% |
| 30D | +3.7% | -5.2% | +8.9% | +6.4% |
| 3M | -29.2% | +27.3% | -56.4% | -39.1% |
| 6M | +6.1% | -27.9% | +34.0% | +17.1% |
| YTD | +14.7% | -17.0% | +31.7% | +16.3% |
| 1Y | +56.9% | -30.9% | +87.9% | +76.7% |
| 3Y | -71.6% | +3.4% | -75.0% | -79.5% |
| 5Y | -91.0% | -20.5% | -70.6% | -93.6% |
| All | -91.0% | -22.1% | -69.0% | -93.6% |
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