+175.9%
SLV vs PLUG
+25.0%
+150.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.5% |
| 7D | +5.6% | +14.5% | -8.9% | +4.7% |
| 30D | -12.1% | -10.7% | -1.4% | -11.6% |
| 3M | -16.3% | -31.2% | +14.9% | -14.5% |
| 6M | -34.1% | -51.9% | +17.9% | -31.4% |
| YTD | -25.3% | -23.9% | -1.4% | -24.5% |
| 1Y | +9.6% | -43.4% | +53.0% | +12.2% |
| 3Y | +132.7% | -74.7% | +207.4% | +134.7% |
| 5Y | +113.7% | -96.3% | +210.0% | +129.2% |
| 10Y | +175.9% | +20.0% | +155.9% | +153.7% |
| All | +175.9% | +25.0% | +150.9% | +153.7% |
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