+1,683.2%
TER vs PLUG
+43.7%
+1,639.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.6% | +5.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -8.3% | +3.3% | -11.6% | -8.8% |
| 3M | -12.2% | -39.7% | +27.5% | -4.5% |
| 6M | +17.1% | -12.5% | +29.6% | +17.9% |
| YTD | +84.7% | +10.2% | +74.5% | +77.0% |
| 1Y | +199.9% | +50.7% | +149.2% | +166.3% |
| 3Y | +232.8% | -74.5% | +307.3% | +235.9% |
| 5Y | +198.6% | -91.8% | +290.4% | +245.0% |
| All | +1,683.2% | +43.7% | +1,639.4% | +1,310.6% |
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