+239.8%
SLV vs PLUG
-97.7%
+337.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | -0.2% |
| 7D | -0.7% | -4.9% | +4.2% | -0.6% |
| 30D | -15.4% | -27.4% | +12.1% | -14.3% |
| 3M | -16.3% | -35.7% | +19.4% | -14.8% |
| 6M | -28.8% | -59.3% | +30.5% | -26.3% |
| YTD | -27.1% | -31.5% | +4.3% | -26.3% |
| 1Y | +7.5% | -48.9% | +56.4% | +9.7% |
| 3Y | +121.2% | -79.6% | +200.8% | +123.9% |
| 5Y | +110.0% | -96.5% | +206.5% | +121.0% |
| 10Y | +168.8% | -4.9% | +173.7% | +147.2% |
| All | +239.8% | -97.7% | +337.5% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling