-17.3%
SLB vs PLUG
+9.6%
-26.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.7% | -0.2% |
| 7D | -4.3% | -2.8% | -1.4% | -4.1% |
| 30D | +1.9% | -18.5% | +20.4% | +3.6% |
| 3M | -5.7% | -35.1% | +29.4% | -2.5% |
| 6M | -5.3% | -56.1% | +50.7% | +0.5% |
| YTD | +32.2% | -30.5% | +62.6% | +33.1% |
| 1Y | +38.5% | -46.5% | +85.0% | +42.2% |
| 3Y | +1.1% | -61.2% | +62.3% | -4.0% |
| 5Y | +70.3% | -96.6% | +166.9% | +99.3% |
| 10Y | -17.3% | +1.5% | -18.8% | -41.8% |
| All | -17.3% | +9.6% | -26.9% | -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