+1,066.7%
TER vs PLUG
-8.1%
+1,074.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.4% |
| 7D | +5.9% | -6.8% | +12.7% | +7.3% |
| 30D | -30.8% | -16.0% | -14.7% | -28.6% |
| 3M | -29.9% | -38.7% | +8.8% | -23.9% |
| 6M | -27.5% | -61.4% | +33.9% | -15.3% |
| YTD | +37.5% | -31.0% | +68.4% | +42.5% |
| 1Y | +50.3% | -46.2% | +96.5% | +61.3% |
| 3Y | +204.9% | -61.5% | +266.4% | +194.3% |
| 5Y | +89.2% | -96.9% | +186.0% | +155.6% |
| All | +1,066.7% | -8.1% | +1,074.8% | +929.4% |
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