+261.2%
SLB vs PLUG
-98.6%
+359.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | 0.0% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | +15.8% | +3.3% | +12.5% | +15.4% |
| 3M | -0.3% | -39.7% | +39.4% | +3.1% |
| 6M | +21.3% | -12.5% | +33.8% | +21.2% |
| YTD | +52.3% | +10.2% | +42.2% | +48.5% |
| 1Y | +63.6% | +50.7% | +12.9% | +53.3% |
| 3Y | +3.8% | -74.5% | +78.3% | +2.4% |
| 5Y | +128.6% | -91.8% | +220.4% | +136.5% |
| 10Y | -3.1% | +43.7% | -46.8% | -26.3% |
| All | +261.2% | -98.6% | +359.8% | +150.3% |
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