+72.4%
TER vs PLUG
-96.4%
+168.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.4% | +9.3% | +12.1% |
| 7D | -5.8% | +14.5% | -20.3% | -8.0% |
| 30D | -38.9% | -10.7% | -28.2% | -37.5% |
| 3M | -35.1% | -31.2% | -3.9% | -30.4% |
| 6M | -31.6% | -51.9% | +20.4% | -22.0% |
| YTD | +27.2% | -23.9% | +51.1% | +30.1% |
| 1Y | +35.2% | -43.4% | +78.6% | +44.8% |
| 3Y | +192.8% | -74.7% | +267.5% | +201.3% |
| 5Y | +72.4% | -96.3% | +168.7% | +170.0% |
| All | +72.4% | -96.4% | +168.8% | +170.0% |
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