+211.5%
RF vs PLUG
-98.6%
+310.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | +8.1% | -39.7% | +47.8% | +12.9% |
| 6M | +11.5% | -12.5% | +24.0% | +11.1% |
| YTD | +15.6% | +10.2% | +5.4% | +11.5% |
| 1Y | +15.7% | +50.7% | -35.0% | +5.9% |
| 3Y | +86.9% | -74.5% | +161.4% | +84.3% |
| 5Y | +89.8% | -91.8% | +181.6% | +100.1% |
| 10Y | +344.7% | +43.7% | +301.0% | +210.7% |
| All | +211.5% | -98.6% | +310.1% | +83.5% |
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