+201.6%
TGT vs PLUG
-25.0%
+226.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.5% | +10.8% | +1.2% |
| 7D | +2.6% | -23.4% | +26.1% | +4.7% |
| 30D | +4.7% | -23.4% | +28.1% | +6.7% |
| 3M | +4.6% | -51.7% | +56.3% | +10.2% |
| 6M | +34.9% | -72.0% | +106.8% | +47.6% |
| YTD | +70.9% | -43.7% | +114.6% | +74.7% |
| 1Y | +84.4% | -55.4% | +139.8% | +91.6% |
| 3Y | +69.1% | -68.0% | +137.1% | +65.3% |
| 5Y | -26.9% | -97.4% | +70.5% | -17.0% |
| All | +201.6% | -25.0% | +226.6% | +195.8% |
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 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