+211.8%
SLB vs PLUG
-99.1%
+310.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -3.2% |
| 7D | -7.7% | -4.9% | -2.8% | -7.4% |
| 30D | -0.7% | -27.4% | +26.7% | +1.6% |
| 3M | 0.0% | -35.7% | +35.7% | +3.0% |
| 6M | -10.4% | -59.3% | +48.9% | -5.1% |
| YTD | +31.5% | -31.5% | +62.9% | +32.6% |
| 1Y | +39.1% | -48.9% | +88.0% | +42.9% |
| 3Y | -5.7% | -79.6% | +73.9% | -5.4% |
| 5Y | +65.4% | -96.5% | +161.9% | +82.7% |
| 10Y | -15.6% | -4.9% | -10.6% | -33.8% |
| All | +211.8% | -99.1% | +310.9% | +123.4% |
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