+57.0%
T vs PLUG
-97.1%
+154.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.8% | +8.5% | -0.3% |
| 7D | +1.6% | -8.1% | +9.8% | +1.7% |
| 30D | -2.9% | -20.5% | +17.6% | -2.7% |
| 3M | -7.5% | -45.9% | +38.3% | -6.9% |
| 6M | -9.9% | -65.2% | +55.3% | -8.8% |
| YTD | -6.4% | -37.1% | +30.6% | -6.6% |
| 1Y | -9.4% | -54.6% | +45.2% | -9.0% |
| 3Y | +64.9% | -64.9% | +129.7% | +62.0% |
| 5Y | +57.0% | -97.1% | +154.1% | +58.9% |
| All | +57.0% | -97.1% | +154.1% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling