+132.2%
PSX vs PLUG
-78.4%
+210.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -0.7% |
| 7D | -13.1% | +5.8% | -19.0% | -13.3% |
| 30D | -9.5% | -18.5% | +9.0% | -9.1% |
| 3M | +20.2% | -30.0% | +50.1% | +21.2% |
| 6M | +44.9% | -56.2% | +101.1% | +47.6% |
| YTD | +94.4% | -26.4% | +120.8% | +94.1% |
| 1Y | +83.1% | -42.2% | +125.3% | +83.8% |
| 3Y | +132.2% | -76.8% | +209.0% | +122.4% |
| All | +132.2% | -78.4% | +210.5% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling