-77.1%
SE vs PLUG
-96.5%
+19.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | +0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -19.4% | -18.7% | -0.6% | -16.6% |
| 3M | -33.1% | -35.3% | +2.2% | -28.0% |
| 6M | -11.4% | -56.2% | +44.8% | +0.8% |
| YTD | -39.8% | -30.7% | -9.1% | -39.5% |
| 1Y | -50.5% | -46.7% | -3.8% | -47.9% |
| 3Y | +68.9% | -61.3% | +130.2% | +38.5% |
| 5Y | -77.1% | -96.6% | +19.5% | -51.7% |
| All | -77.1% | -96.5% | +19.4% | -51.7% |
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 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