+852.8%
PM vs PLUG
-95.4%
+948.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.5% | +2.9% | -4.4% |
| 7D | -3.4% | -4.9% | +1.6% | -3.2% |
| 30D | +5.8% | -27.4% | +33.2% | +6.8% |
| 3M | +6.7% | -35.7% | +42.4% | +7.9% |
| 6M | +19.9% | -59.3% | +79.2% | +22.7% |
| YTD | +27.8% | -31.5% | +59.3% | +28.1% |
| 1Y | +39.4% | -48.9% | +88.3% | +40.8% |
| 3Y | +146.9% | -79.6% | +226.5% | +147.2% |
| 5Y | +166.6% | -96.5% | +263.1% | +179.0% |
| 10Y | +242.1% | -4.9% | +247.0% | +194.9% |
| All | +852.8% | -95.4% | +948.2% | +648.0% |
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 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