+307.8%
SPY vs PLUG
-25.0%
+332.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | +0.4% |
| 7D | +2.6% | -23.4% | +26.0% | +4.5% |
| 30D | -2.0% | -23.4% | +21.5% | -0.3% |
| 3M | -2.8% | -51.7% | +49.0% | +2.1% |
| 6M | +2.1% | -72.0% | +74.1% | +11.0% |
| YTD | +11.5% | -43.7% | +55.1% | +14.0% |
| 1Y | +13.5% | -55.4% | +68.9% | +17.7% |
| 3Y | +77.7% | -68.0% | +145.7% | +73.6% |
| 5Y | +72.6% | -97.4% | +170.0% | +98.3% |
| All | +307.8% | -25.0% | +332.8% | +248.0% |
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 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