+57.2%
PPL vs PLUG
-78.4%
+135.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.4% | -8.0% | -0.6% |
| 7D | +0.4% | +5.8% | -5.4% | +0.4% |
| 30D | +5.4% | -18.5% | +24.0% | +5.6% |
| 3M | +4.3% | -30.0% | +34.2% | +4.6% |
| 6M | -1.3% | -56.2% | +54.9% | -0.7% |
| YTD | +4.7% | -26.4% | +31.1% | +4.7% |
| 1Y | +1.3% | -42.2% | +43.5% | +1.5% |
| 3Y | +57.2% | -76.8% | +134.1% | +59.8% |
| All | +57.2% | -78.4% | +135.6% | +59.8% |
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