+133.4%
PSX vs PLUG
-79.9%
+213.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.5% | +2.7% | -4.7% |
| 7D | -9.7% | -4.9% | -4.8% | -9.6% |
| 30D | -8.4% | -27.4% | +19.0% | -7.7% |
| 3M | +22.6% | -35.7% | +58.3% | +23.9% |
| 6M | +38.8% | -59.3% | +98.1% | +41.7% |
| YTD | +95.5% | -31.5% | +126.9% | +95.5% |
| 1Y | +87.1% | -48.9% | +136.0% | +88.5% |
| All | +133.4% | -79.9% | +213.2% | +124.0% |
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 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