+162.6%
SHEL vs PLUG
-97.5%
+260.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.5% | +11.8% | +1.7% |
| 7D | +0.8% | -23.4% | +24.2% | +1.6% |
| 30D | -3.6% | -23.4% | +19.9% | -2.8% |
| 3M | +12.0% | -51.7% | +63.8% | +14.6% |
| 6M | +19.7% | -72.0% | +91.7% | +24.5% |
| YTD | +39.6% | -43.7% | +83.3% | +40.8% |
| 1Y | +36.4% | -55.4% | +91.9% | +38.6% |
| 3Y | +70.2% | -68.0% | +138.2% | +68.1% |
| All | +162.6% | -97.5% | +260.1% | +194.7% |
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