+303.9%
SPY vs PLUG
+6.6%
+297.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | -0.2% |
| 7D | -2.7% | +5.8% | -8.5% | -3.1% |
| 30D | -5.4% | -18.5% | +13.1% | -4.1% |
| 3M | -4.1% | -30.0% | +25.9% | -1.9% |
| 6M | +0.7% | -56.2% | +56.9% | +6.0% |
| YTD | +8.7% | -26.4% | +35.1% | +9.1% |
| 1Y | +10.9% | -42.2% | +53.1% | +12.9% |
| 3Y | +75.0% | -76.8% | +151.8% | +74.9% |
| 5Y | +67.8% | -96.2% | +164.0% | +87.6% |
| All | +303.9% | +6.6% | +297.3% | +238.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling