+135.2%
SHOP vs PLUG
-59.1%
+194.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.7% | +5.1% | -2.6% |
| 7D | +2.8% | -2.8% | +5.7% | +3.2% |
| 30D | -14.2% | -18.5% | +4.3% | -12.4% |
| 3M | -5.5% | -35.1% | +29.5% | -1.4% |
| 6M | +32.8% | -56.1% | +88.9% | +42.9% |
| YTD | -8.9% | -30.5% | +21.5% | -8.8% |
| 1Y | -7.7% | -46.5% | +38.8% | -5.0% |
| All | +135.2% | -59.1% | +194.3% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling