+165.7%
SLV vs PLUG
-91.8%
+257.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.4% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +6.7% | +3.3% | +3.4% | +6.4% |
| 3M | -10.7% | -39.7% | +29.0% | -7.6% |
| 6M | -20.6% | -12.5% | -8.1% | -20.3% |
| YTD | -7.1% | +10.2% | -17.3% | -8.3% |
| 1Y | +62.0% | +50.7% | +11.3% | +55.6% |
| 3Y | +169.8% | -74.5% | +244.3% | +173.7% |
| All | +165.7% | -91.8% | +257.6% | +182.0% |
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