+234.7%
PM vs PLUG
+25.0%
+209.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.9% | -2.5% |
| 7D | -7.3% | +14.5% | -21.8% | -7.5% |
| 30D | -4.0% | -10.7% | +6.7% | -3.8% |
| 3M | +2.7% | -31.2% | +33.9% | +3.4% |
| 6M | +14.9% | -51.9% | +66.8% | +16.3% |
| YTD | +23.5% | -23.9% | +47.4% | +23.4% |
| 1Y | +30.4% | -43.4% | +73.8% | +31.0% |
| 3Y | +143.2% | -74.7% | +217.9% | +143.1% |
| 5Y | +159.5% | -96.3% | +255.8% | +174.1% |
| 10Y | +234.7% | +20.0% | +214.7% | +179.1% |
| All | +234.7% | +25.0% | +209.7% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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