+3.4%
SLB vs PLUG
-66.9%
+70.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.5% | +12.0% | +1.9% |
| 7D | +3.5% | -23.4% | +27.0% | +4.4% |
| 30D | +6.5% | -23.4% | +30.0% | +7.4% |
| 3M | -0.2% | -51.7% | +51.5% | +2.2% |
| 6M | -5.7% | -72.0% | +66.2% | -1.7% |
| YTD | +36.8% | -43.7% | +80.5% | +38.3% |
| 1Y | +45.8% | -55.4% | +101.2% | +48.4% |
| 3Y | +3.4% | -68.0% | +71.4% | +1.5% |
| All | +3.4% | -66.9% | +70.2% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling