+89.9%
SLV vs PLUG
-97.5%
+187.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.5% | +8.3% | -1.4% |
| 7D | -5.8% | -23.4% | +17.6% | -3.9% |
| 30D | -12.1% | -23.4% | +11.3% | -10.4% |
| 3M | -24.1% | -51.7% | +27.6% | -19.9% |
| 6M | -44.4% | -72.0% | +27.6% | -39.3% |
| YTD | -31.5% | -43.7% | +12.2% | -28.9% |
| 1Y | -6.9% | -55.4% | +48.5% | -2.3% |
| 3Y | +116.0% | -68.0% | +184.0% | +119.4% |
| All | +89.9% | -97.5% | +187.3% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling