+1,067.6%
PSX vs PLUG
+7.4%
+1,060.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -0.9% |
| 7D | -13.1% | +5.8% | -19.0% | -13.4% |
| 30D | -9.5% | -18.5% | +9.0% | -8.8% |
| 3M | +20.2% | -30.0% | +50.1% | +21.8% |
| 6M | +44.9% | -56.2% | +101.1% | +49.4% |
| YTD | +94.4% | -26.4% | +120.8% | +94.5% |
| 1Y | +83.1% | -42.2% | +125.3% | +84.8% |
| 3Y | +132.2% | -76.8% | +209.0% | +130.8% |
| 5Y | +278.8% | -96.2% | +375.1% | +300.1% |
| 10Y | +354.2% | +2.1% | +352.0% | +307.5% |
| All | +1,067.6% | +7.4% | +1,060.2% | +897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling