+90.1%
RF vs PLUG
-91.8%
+181.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -3.6% | +3.3% | -6.9% | -4.0% |
| 3M | +8.1% | -39.7% | +47.8% | +12.5% |
| 6M | +11.5% | -12.5% | +24.0% | +11.0% |
| YTD | +15.6% | +10.2% | +5.4% | +11.5% |
| 1Y | +15.7% | +50.7% | -35.0% | +5.7% |
| 3Y | +86.9% | -74.5% | +161.4% | +91.3% |
| All | +90.1% | -91.8% | +181.9% | +118.0% |
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