+148.4%
PM vs PLUG
-79.9%
+228.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.5% | +2.9% | -4.7% |
| 7D | -3.4% | -4.9% | +1.6% | -3.4% |
| 30D | +5.8% | -27.4% | +33.2% | +5.4% |
| 3M | +6.7% | -35.7% | +42.4% | +6.1% |
| 6M | +19.9% | -59.3% | +79.2% | +18.9% |
| YTD | +27.8% | -31.5% | +59.3% | +27.6% |
| 1Y | +39.4% | -48.9% | +88.3% | +38.9% |
| All | +148.4% | -79.9% | +228.2% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling