+757.5%
PPL vs PLUG
-98.6%
+856.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | +0.5% | +3.3% | -2.9% | +0.3% |
| 3M | +0.7% | -39.7% | +40.4% | +2.1% |
| 6M | -7.6% | -12.5% | +4.9% | -7.7% |
| YTD | +1.8% | +10.2% | -8.3% | +0.7% |
| 1Y | -0.8% | +50.7% | -51.4% | -3.5% |
| 3Y | +56.9% | -74.5% | +131.4% | +56.1% |
| 5Y | +39.5% | -91.8% | +131.3% | +41.6% |
| 10Y | +55.4% | +43.7% | +11.7% | +37.8% |
| All | +757.5% | -98.6% | +856.1% | +586.3% |
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