+346.5%
RF vs PLUG
+43.7%
+302.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -3.6% | +3.3% | -6.9% | -4.1% |
| 3M | +8.1% | -39.7% | +47.8% | +13.2% |
| 6M | +11.5% | -12.5% | +24.0% | +11.0% |
| YTD | +15.6% | +10.2% | +5.4% | +11.1% |
| 1Y | +15.7% | +50.7% | -35.0% | +4.8% |
| 3Y | +86.9% | -74.5% | +161.4% | +85.9% |
| 5Y | +89.8% | -91.8% | +181.6% | +104.6% |
| All | +346.5% | +43.7% | +302.8% | +236.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling