+15.3%
SHW vs PLUG
-91.8%
+107.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -3.2% |
| 30D | -9.5% | +3.3% | -12.9% | -9.7% |
| 3M | +11.5% | -39.7% | +51.2% | +14.5% |
| 6M | -3.5% | -12.5% | +9.0% | -3.8% |
| YTD | +3.7% | +10.2% | -6.4% | +1.2% |
| 1Y | -7.9% | +50.7% | -58.6% | -14.0% |
| 3Y | +24.7% | -74.5% | +99.2% | +27.4% |
| All | +15.3% | -91.8% | +107.1% | +30.3% |
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 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