+763.1%
PM vs PLUG
-92.6%
+855.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.0% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -3.4% | +3.3% | -6.7% | -3.5% |
| 3M | +5.2% | -39.7% | +44.9% | +6.6% |
| 6M | +3.7% | -12.5% | +16.2% | +3.6% |
| YTD | +15.8% | +10.2% | +5.6% | +14.5% |
| 1Y | +17.4% | +50.7% | -33.3% | +14.0% |
| 3Y | +116.9% | -74.5% | +191.4% | +116.1% |
| 5Y | +117.3% | -91.8% | +209.1% | +120.7% |
| 10Y | +193.8% | +43.7% | +150.0% | +150.3% |
| All | +763.1% | -92.6% | +855.7% | +568.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling