+59.2%
TGT vs PLUG
-78.4%
+137.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | -0.1% |
| 7D | +2.6% | +5.8% | -3.2% | +2.2% |
| 30D | +5.0% | -18.5% | +23.5% | +6.1% |
| 3M | +8.5% | -30.0% | +38.5% | +10.6% |
| 6M | +23.8% | -56.2% | +80.0% | +29.2% |
| YTD | +66.5% | -26.4% | +92.9% | +66.4% |
| 1Y | +84.9% | -42.2% | +127.1% | +87.1% |
| 3Y | +59.2% | -76.8% | +136.1% | +58.0% |
| All | +59.2% | -78.4% | +137.6% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling