+122.3%
SLV vs PLUG
-78.4%
+200.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.5% | -0.7% |
| 7D | +5.1% | +5.8% | -0.7% | +4.5% |
| 30D | -12.9% | -18.5% | +5.6% | -11.6% |
| 3M | -16.1% | -30.0% | +13.9% | -13.8% |
| 6M | -33.2% | -56.2% | +23.0% | -29.2% |
| YTD | -27.2% | -26.4% | -0.8% | -25.7% |
| 1Y | +7.6% | -42.2% | +49.9% | +11.0% |
| 3Y | +122.3% | -76.8% | +199.2% | +132.2% |
| All | +122.3% | -78.4% | +200.7% | +132.2% |
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