+197.3%
RF vs PLUG
-99.1%
+296.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.2% |
| 7D | +2.3% | +2.8% | -0.6% | +1.9% |
| 30D | +7.2% | -22.8% | +30.0% | +9.8% |
| 3M | -8.2% | -32.4% | +24.2% | -5.0% |
| 6M | +7.0% | -53.4% | +60.4% | +13.8% |
| YTD | +10.3% | -25.9% | +36.2% | +10.4% |
| 1Y | +25.1% | -42.1% | +67.1% | +27.8% |
| 3Y | +110.3% | -77.9% | +188.2% | +110.0% |
| 5Y | +47.1% | -96.4% | +143.5% | +68.4% |
| 10Y | +297.9% | +2.8% | +295.1% | +187.2% |
| All | +197.3% | -99.1% | +296.4% | +81.7% |
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 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