+208.2%
TGT vs PLUG
+48.6%
+159.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.9% |
| 7D | -3.6% | +3.8% | -7.4% | -3.9% |
| 30D | +4.4% | +2.8% | +1.6% | +4.1% |
| 3M | +25.4% | -25.4% | +50.8% | +27.8% |
| 6M | +33.4% | -0.5% | +33.8% | +31.7% |
| YTD | +65.6% | +10.2% | +55.4% | +61.1% |
| 1Y | +80.3% | +53.9% | +26.4% | +67.7% |
| 3Y | +42.1% | -72.7% | +114.9% | +40.2% |
| 5Y | -25.0% | -91.4% | +66.4% | -21.5% |
| 10Y | +208.2% | +58.4% | +149.8% | +175.1% |
| All | +208.2% | +48.6% | +159.6% | +175.1% |
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