+21.2%
RF vs PLUG
-45.5%
+66.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.5% |
| 7D | -0.9% | +5.8% | -6.7% | -1.0% |
| 30D | +6.0% | -18.5% | +24.6% | +6.5% |
| 3M | -8.9% | -30.0% | +21.1% | -8.2% |
| 6M | +2.3% | -56.2% | +58.5% | +4.3% |
| YTD | +7.6% | -26.4% | +34.0% | +4.1% |
| 1Y | +21.2% | -42.2% | +63.4% | +20.8% |
| All | +21.2% | -45.5% | +66.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling