+171.1%
SLV vs PLUG
+6.6%
+164.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.5% | -0.6% |
| 7D | +5.1% | +5.8% | -0.7% | +4.7% |
| 30D | -12.9% | -18.5% | +5.6% | -11.9% |
| 3M | -16.1% | -30.0% | +13.9% | -14.4% |
| 6M | -33.2% | -56.2% | +23.0% | -30.2% |
| YTD | -27.2% | -26.4% | -0.8% | -26.3% |
| 1Y | +7.6% | -42.2% | +49.9% | +10.1% |
| 3Y | +122.3% | -76.8% | +199.2% | +125.3% |
| 5Y | +109.7% | -96.2% | +205.9% | +124.9% |
| All | +171.1% | +6.6% | +164.5% | +150.8% |
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