+268.2%
PM vs PLUG
-16.2%
+284.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.8% | +9.0% | +0.3% |
| 7D | -2.4% | -8.1% | +5.7% | -2.3% |
| 30D | -1.3% | -20.5% | +19.2% | -0.9% |
| 3M | +6.5% | -45.9% | +52.4% | +7.7% |
| 6M | +7.0% | -65.2% | +72.2% | +9.1% |
| YTD | +25.8% | -37.1% | +62.9% | +26.1% |
| 1Y | +30.9% | -54.6% | +85.5% | +32.1% |
| 3Y | +148.0% | -64.9% | +212.8% | +144.7% |
| 5Y | +161.2% | -97.1% | +258.3% | +178.2% |
| All | +268.2% | -16.2% | +284.4% | +206.0% |
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