+50.4%
TER vs PLUG
-96.6%
+147.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -7.5% | -7.7% | -13.8% |
| 7D | -28.2% | -4.9% | -23.3% | -27.4% |
| 30D | -50.6% | -27.4% | -23.1% | -47.4% |
| 3M | -45.3% | -35.7% | -9.6% | -40.6% |
| 6M | -40.4% | -59.3% | +19.0% | -30.0% |
| YTD | +10.0% | -31.5% | +41.5% | +14.7% |
| 1Y | +13.6% | -48.9% | +62.5% | +23.9% |
| 3Y | +145.2% | -79.6% | +224.8% | +165.4% |
| 5Y | +50.4% | -96.5% | +146.8% | +132.4% |
| All | +50.4% | -96.6% | +147.0% | +132.4% |
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