+122.6%
SLV vs PLUG
-79.9%
+202.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | +0.1% |
| 7D | -0.7% | -4.9% | +4.2% | -0.4% |
| 30D | -15.4% | -27.4% | +12.1% | -13.2% |
| 3M | -16.3% | -35.7% | +19.4% | -13.4% |
| 6M | -28.8% | -59.3% | +30.5% | -24.1% |
| YTD | -27.1% | -31.5% | +4.3% | -25.2% |
| 1Y | +7.5% | -48.9% | +56.4% | +11.9% |
| All | +122.6% | -79.9% | +202.5% | +133.9% |
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