+345.8%
PSX vs PLUG
+25.0%
+320.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.5% | +2.7% |
| 7D | -8.0% | +14.5% | -22.5% | -8.8% |
| 30D | -9.0% | -10.7% | +1.7% | -8.5% |
| 3M | +24.7% | -31.2% | +55.9% | +27.4% |
| 6M | +49.3% | -51.9% | +101.3% | +55.2% |
| YTD | +100.2% | -23.9% | +124.0% | +99.7% |
| 1Y | +88.8% | -43.4% | +132.2% | +91.7% |
| 3Y | +152.5% | -74.7% | +227.2% | +148.7% |
| 5Y | +283.2% | -96.3% | +379.5% | +327.7% |
| 10Y | +345.8% | +20.0% | +325.8% | +238.8% |
| All | +345.8% | +25.0% | +320.8% | +238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling