+62.5%
T vs PLUG
-25.0%
+87.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.2% |
| 7D | +2.5% | -23.4% | +26.0% | +3.1% |
| 30D | -3.8% | -23.4% | +19.7% | -3.2% |
| 3M | -8.7% | -51.7% | +43.0% | -7.3% |
| 6M | -8.1% | -72.0% | +63.8% | -5.5% |
| YTD | -6.4% | -43.7% | +37.2% | -6.1% |
| 1Y | -9.8% | -55.4% | +45.7% | -8.8% |
| 3Y | +65.5% | -68.0% | +133.5% | +62.8% |
| 5Y | +57.0% | -97.4% | +154.4% | +66.2% |
| All | +62.5% | -25.0% | +87.5% | +39.4% |
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