+357.1%
PSX vs PLUG
-2.2%
+359.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.2% |
| 7D | -0.4% | -6.8% | +6.5% | +0.1% |
| 30D | -8.1% | -16.0% | +8.0% | -7.2% |
| 3M | +15.9% | -38.7% | +54.6% | +19.3% |
| 6M | +49.4% | -61.4% | +110.7% | +57.6% |
| YTD | +104.7% | -31.0% | +135.6% | +105.5% |
| 1Y | +89.1% | -46.2% | +135.3% | +92.5% |
| 3Y | +151.7% | -61.5% | +213.2% | +141.4% |
| 5Y | +298.3% | -96.9% | +395.2% | +350.6% |
| 10Y | +357.1% | -7.5% | +364.5% | +254.1% |
| All | +357.1% | -2.2% | +359.2% | +254.1% |
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