+277.8%
PSX vs PLUG
-96.4%
+374.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -0.8% |
| 7D | -13.1% | +5.8% | -19.0% | -13.3% |
| 30D | -9.5% | -18.5% | +9.0% | -8.9% |
| 3M | +20.2% | -30.0% | +50.1% | +21.6% |
| 6M | +44.9% | -56.2% | +101.1% | +48.7% |
| YTD | +94.4% | -26.4% | +120.8% | +94.3% |
| 1Y | +83.1% | -42.2% | +125.3% | +84.3% |
| 3Y | +132.2% | -76.8% | +209.0% | +129.5% |
| All | +277.8% | -96.4% | +374.2% | +309.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling