+10.2%
SHW vs PLUG
-97.5%
+107.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.3% | +0.4% |
| 7D | +1.9% | -23.4% | +25.4% | +3.5% |
| 30D | +8.1% | -23.4% | +31.5% | +9.6% |
| 3M | -2.8% | -51.7% | +49.0% | +1.3% |
| 6M | +15.0% | -72.0% | +87.0% | +23.3% |
| YTD | +9.0% | -43.7% | +52.7% | +10.3% |
| 1Y | +4.5% | -55.4% | +59.9% | +7.3% |
| 3Y | +41.9% | -68.0% | +109.9% | +36.5% |
| All | +10.2% | -97.5% | +107.7% | +36.5% |
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