-17.3%
SLB vs PLUG
+9.2%
-26.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.0% | +8.0% | -0.2% |
| 7D | -4.3% | -3.2% | -1.1% | -4.1% |
| 30D | +1.9% | -18.7% | +20.7% | +3.6% |
| 3M | -5.7% | -35.3% | +29.6% | -2.5% |
| 6M | -5.3% | -56.2% | +50.9% | +0.6% |
| YTD | +32.2% | -30.7% | +62.9% | +33.1% |
| 1Y | +38.5% | -46.7% | +85.2% | +42.2% |
| 3Y | +1.1% | -61.3% | +62.5% | -4.0% |
| 5Y | +70.3% | -96.6% | +166.9% | +99.3% |
| 10Y | -17.3% | +1.1% | -18.4% | -41.8% |
| All | -17.3% | +9.2% | -26.5% | -41.8% |
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