+345.0%
PSX vs PLUG
-91.8%
+436.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.1% |
| 7D | +4.5% | -0.9% | +5.5% | +4.6% |
| 30D | +26.6% | +3.3% | +23.3% | +26.3% |
| 3M | +39.3% | -39.7% | +79.0% | +41.8% |
| 6M | +56.8% | -12.5% | +69.3% | +56.5% |
| YTD | +101.8% | +10.2% | +91.7% | +98.8% |
| 1Y | +99.6% | +50.7% | +48.9% | +91.7% |
| 3Y | +140.3% | -74.5% | +214.8% | +138.6% |
| All | +345.0% | -91.8% | +436.8% | +354.9% |
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