-17.1%
SLB vs PLUG
+6.6%
-23.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | -0.1% |
| 7D | -7.1% | +5.8% | -12.9% | -7.6% |
| 30D | +4.1% | -18.5% | +22.6% | +5.8% |
| 3M | -2.6% | -30.0% | +27.3% | 0.0% |
| 6M | -8.6% | -56.2% | +47.6% | -2.8% |
| YTD | +32.2% | -26.4% | +58.6% | +32.5% |
| 1Y | +40.7% | -42.2% | +82.9% | +43.5% |
| 3Y | -4.5% | -76.8% | +72.3% | -5.0% |
| 5Y | +66.4% | -96.2% | +162.6% | +92.6% |
| All | -17.1% | +6.6% | -23.7% | -40.8% |
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