+356.1%
SHW vs PLUG
+6.6%
+349.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.8% | -1.8% |
| 7D | +3.5% | +5.8% | -2.4% | +3.0% |
| 30D | +9.2% | -18.5% | +27.8% | +10.5% |
| 3M | -5.1% | -30.0% | +24.9% | -3.3% |
| 6M | +6.8% | -56.2% | +63.0% | +11.4% |
| YTD | +7.0% | -26.4% | +33.3% | +6.8% |
| 1Y | +4.1% | -42.2% | +46.3% | +5.4% |
| 3Y | +41.1% | -76.8% | +117.9% | +40.3% |
| 5Y | +12.9% | -96.2% | +109.1% | +24.1% |
| All | +356.1% | +6.6% | +349.5% | +284.3% |
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