+202.8%
TER vs PLUG
-91.8%
+294.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | -12.2% | -39.7% | +27.5% | -3.8% |
| 6M | +17.1% | -12.5% | +29.6% | +17.9% |
| YTD | +84.7% | +10.2% | +74.5% | +76.0% |
| 1Y | +199.9% | +50.7% | +149.2% | +162.2% |
| 3Y | +232.8% | -74.5% | +307.3% | +249.2% |
| All | +202.8% | -91.8% | +294.7% | +294.9% |
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