+54.6%
TER vs PLUG
-96.4%
+151.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.2% |
| 7D | -20.5% | +5.8% | -26.3% | -21.2% |
| 30D | -47.0% | -18.5% | -28.5% | -44.9% |
| 3M | -43.3% | -30.0% | -13.3% | -39.4% |
| 6M | -42.9% | -56.2% | +13.3% | -33.9% |
| YTD | +12.9% | -26.4% | +39.3% | +16.0% |
| 1Y | +18.2% | -42.2% | +60.4% | +26.0% |
| 3Y | +151.8% | -76.8% | +228.6% | +164.7% |
| All | +54.6% | -96.4% | +151.0% | +143.8% |
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