+229.6%
PM vs PLUG
+6.6%
+223.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.4% | -9.2% | -1.9% |
| 7D | -5.2% | +5.8% | -11.1% | -5.3% |
| 30D | +2.7% | -18.5% | +21.2% | +3.1% |
| 3M | +5.2% | -30.0% | +35.2% | +5.9% |
| 6M | +17.0% | -56.2% | +73.2% | +18.7% |
| YTD | +25.5% | -26.4% | +51.9% | +25.4% |
| 1Y | +35.5% | -42.2% | +77.7% | +36.1% |
| 3Y | +143.9% | -76.8% | +220.8% | +144.5% |
| 5Y | +161.8% | -96.2% | +258.1% | +176.1% |
| All | +229.6% | +6.6% | +223.0% | +174.7% |
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