+95.5%
PSX vs PLUG
-58.9%
+154.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.5% | +11.2% | +0.9% |
| 7D | +7.8% | -23.4% | +31.3% | +8.1% |
| 30D | -10.9% | -23.4% | +12.6% | -10.6% |
| 3M | +14.5% | -51.7% | +66.2% | +15.7% |
| 6M | +56.1% | -72.0% | +128.1% | +59.9% |
| YTD | +109.6% | -43.7% | +153.2% | +106.8% |
| 1Y | +95.5% | -55.4% | +150.9% | +94.6% |
| All | +95.5% | -58.9% | +154.4% | +94.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling