+48.5%
PPL vs PLUG
-96.4%
+144.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.4% | -8.0% | -0.8% |
| 7D | +0.4% | +5.8% | -5.4% | +0.2% |
| 30D | +5.4% | -18.5% | +24.0% | +6.0% |
| 3M | +4.3% | -30.0% | +34.2% | +5.2% |
| 6M | -1.3% | -56.2% | +54.9% | +0.7% |
| YTD | +4.7% | -26.4% | +31.1% | +4.6% |
| 1Y | +1.3% | -42.2% | +43.5% | +1.9% |
| 3Y | +57.2% | -76.8% | +134.1% | +59.2% |
| All | +48.5% | -96.4% | +144.9% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling