+267.6%
PM vs PLUG
-8.1%
+275.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -7.1% | -6.8% | -0.2% | -7.0% |
| 30D | -2.8% | -16.0% | +13.3% | -2.5% |
| 3M | +6.3% | -38.7% | +45.1% | +7.3% |
| 6M | +9.6% | -61.4% | +71.0% | +11.5% |
| YTD | +25.6% | -31.0% | +56.6% | +25.7% |
| 1Y | +29.7% | -46.2% | +75.9% | +30.4% |
| 3Y | +147.6% | -61.5% | +209.0% | +143.9% |
| 5Y | +160.1% | -96.9% | +257.0% | +176.7% |
| All | +267.6% | -8.1% | +275.7% | +205.0% |
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