-18.7%
PLUG vs SHAK
+47.7%
-66.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | +3.3% | -6.6% | +10.0% | +6.4% |
| 3M | -39.7% | +30.1% | -69.8% | -47.3% |
| 6M | -12.5% | -28.7% | +16.2% | -4.2% |
| YTD | +10.2% | -14.5% | +24.7% | +10.7% |
| 1Y | +50.7% | -31.9% | +82.6% | +67.7% |
| 3Y | -74.5% | -1.0% | -73.5% | -78.1% |
| 5Y | -91.8% | -18.7% | -73.1% | -92.5% |
| 10Y | +43.7% | +98.1% | -54.4% | -8.6% |
| All | -18.7% | +47.7% | -66.4% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling