+278.3%
SHW vs PLUG
+56.9%
+221.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.5% |
| 7D | -1.2% | +8.1% | -9.3% | -1.6% |
| 30D | -11.6% | +3.7% | -15.3% | -11.8% |
| 3M | +9.1% | -29.2% | +38.3% | +11.1% |
| 6M | -0.7% | +6.1% | -6.8% | -2.1% |
| YTD | +1.4% | +14.7% | -13.4% | -1.3% |
| 1Y | -12.3% | +56.9% | -69.2% | -17.8% |
| 3Y | +23.4% | -71.6% | +95.0% | +21.7% |
| 5Y | +15.0% | -91.0% | +106.1% | +19.9% |
| 10Y | +278.3% | +55.9% | +222.4% | +211.0% |
| All | +278.3% | +56.9% | +221.3% | +211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling