+6,570.0%
SHW vs PLUG
-98.6%
+6,668.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 6M | -3.5% | -12.5% | +9.0% | -3.7% |
| YTD | +3.7% | +10.2% | -6.4% | +1.7% |
| 1Y | -7.9% | +50.7% | -58.6% | -12.4% |
| 3Y | +24.7% | -74.5% | +99.2% | +23.5% |
| 5Y | +13.6% | -91.8% | +105.4% | +16.7% |
| 10Y | +283.0% | +43.7% | +239.2% | +214.1% |
| All | +6,570.0% | -98.6% | +6,668.6% | +4,504.6% |
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