+160.4%
SHEL vs PLUG
-96.4%
+256.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.3% |
| 7D | -8.8% | +5.8% | -14.7% | -9.0% |
| 30D | +2.3% | -18.5% | +20.9% | +2.9% |
| 3M | +11.6% | -30.0% | +41.5% | +12.7% |
| 6M | +15.7% | -56.2% | +71.9% | +18.5% |
| YTD | +38.6% | -26.4% | +64.9% | +38.5% |
| 1Y | +38.5% | -42.2% | +80.7% | +39.5% |
| 3Y | +66.9% | -76.8% | +143.7% | +67.9% |
| All | +160.4% | -96.4% | +256.8% | +184.6% |
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