+61.0%
T vs PLUG
-79.9%
+140.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | -0.1% |
| 7D | +4.3% | -4.9% | +9.2% | +4.3% |
| 30D | -9.7% | -27.4% | +17.7% | -9.9% |
| 3M | -4.3% | -35.7% | +31.4% | -4.6% |
| 6M | -13.7% | -59.3% | +45.7% | -14.0% |
| YTD | -8.0% | -31.5% | +23.5% | -8.3% |
| 1Y | -6.9% | -48.9% | +41.9% | -7.2% |
| All | +61.0% | -79.9% | +140.9% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling