+886.2%
TER vs PLUG
+6.6%
+879.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.3% |
| 7D | -20.5% | +5.8% | -26.3% | -21.1% |
| 30D | -47.0% | -18.5% | -28.5% | -45.1% |
| 3M | -43.3% | -30.0% | -13.3% | -39.8% |
| 6M | -42.9% | -56.2% | +13.3% | -34.7% |
| YTD | +12.9% | -26.4% | +39.3% | +15.8% |
| 1Y | +18.2% | -42.2% | +60.4% | +25.3% |
| 3Y | +151.8% | -76.8% | +228.6% | +159.2% |
| 5Y | +54.2% | -96.2% | +150.4% | +102.3% |
| All | +886.2% | +6.6% | +879.6% | +736.1% |
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