+779.6%
PPL vs PLUG
-99.1%
+878.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | +1.8% | +2.8% | -1.0% | +1.7% |
| 30D | +8.4% | -22.8% | +31.2% | +9.2% |
| 3M | +2.4% | -32.4% | +34.8% | +3.5% |
| 6M | -4.0% | -53.4% | +49.4% | -2.0% |
| YTD | +4.5% | -25.9% | +30.3% | +4.5% |
| 1Y | +1.7% | -42.1% | +43.8% | +2.5% |
| 3Y | +55.5% | -77.9% | +133.5% | +55.4% |
| 5Y | +47.0% | -96.4% | +143.4% | +53.1% |
| 10Y | +62.4% | +2.8% | +59.6% | +45.5% |
| All | +779.6% | -99.1% | +878.7% | +612.2% |
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 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