+7,002.3%
SHW vs PLUG
-99.1%
+7,101.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +7.9% | -0.3% |
| 7D | +4.2% | -2.8% | +7.1% | +4.4% |
| 30D | +11.3% | -18.5% | +29.7% | +12.3% |
| 3M | -1.8% | -35.1% | +33.3% | +0.3% |
| 6M | +12.7% | -56.1% | +68.8% | +16.9% |
| YTD | +10.4% | -30.5% | +40.9% | +10.8% |
| 1Y | +4.7% | -46.5% | +51.2% | +6.3% |
| 3Y | +42.7% | -61.2% | +103.9% | +38.7% |
| 5Y | +14.5% | -96.6% | +111.1% | +23.3% |
| 10Y | +340.7% | +1.5% | +339.3% | +268.2% |
| All | +7,002.3% | -99.1% | +7,101.4% | +4,915.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling