+338.3%
PSX vs PLUG
+9.6%
+328.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.7% | -0.4% |
| 7D | -7.8% | -2.8% | -5.0% | -7.7% |
| 30D | -9.9% | -18.5% | +8.6% | -8.8% |
| 3M | +16.9% | -35.1% | +52.0% | +19.9% |
| 6M | +48.0% | -56.1% | +104.1% | +54.7% |
| YTD | +98.3% | -30.5% | +128.8% | +99.0% |
| 1Y | +86.2% | -46.5% | +132.7% | +89.6% |
| 3Y | +144.0% | -61.2% | +205.2% | +133.8% |
| 5Y | +287.7% | -96.6% | +384.3% | +334.6% |
| 10Y | +338.3% | +1.5% | +336.8% | +233.6% |
| All | +338.3% | +9.6% | +328.7% | +233.6% |
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