+62.5%
T vs PLUG
-16.6%
+79.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | -0.1% |
| 7D | +1.6% | -8.5% | +10.2% | +1.8% |
| 30D | -2.9% | -20.8% | +17.9% | -2.5% |
| 3M | -7.5% | -46.1% | +38.6% | -6.3% |
| 6M | -9.9% | -65.3% | +55.4% | -7.8% |
| YTD | -6.4% | -37.3% | +30.9% | -6.3% |
| 1Y | -9.4% | -54.8% | +45.4% | -8.5% |
| 3Y | +64.9% | -65.0% | +129.9% | +61.9% |
| 5Y | +57.0% | -97.1% | +154.1% | +65.8% |
| All | +62.5% | -16.6% | +79.0% | +39.1% |
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 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