+361.6%
PSX vs PLUG
-25.0%
+386.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.2% | +1.4% |
| 7D | +7.8% | -23.4% | +31.3% | +9.6% |
| 30D | -10.9% | -23.4% | +12.6% | -9.5% |
| 3M | +14.5% | -51.7% | +66.2% | +19.5% |
| 6M | +56.1% | -72.0% | +128.1% | +68.1% |
| YTD | +109.6% | -43.7% | +153.2% | +113.0% |
| 1Y | +95.5% | -55.4% | +150.9% | +101.4% |
| 3Y | +156.2% | -68.0% | +224.2% | +148.3% |
| 5Y | +310.0% | -97.4% | +407.4% | +369.1% |
| All | +361.6% | -25.0% | +386.6% | +261.0% |
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