+755.8%
TGT vs PLUG
-99.1%
+854.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.4% | -7.1% | -0.2% |
| 7D | +2.6% | +5.8% | -3.2% | +2.2% |
| 30D | +5.0% | -18.5% | +23.5% | +6.2% |
| 3M | +8.5% | -30.0% | +38.5% | +10.7% |
| 6M | +23.8% | -56.2% | +80.0% | +29.3% |
| YTD | +66.5% | -26.4% | +92.9% | +67.0% |
| 1Y | +84.9% | -42.2% | +127.1% | +87.9% |
| 3Y | +59.2% | -76.8% | +136.1% | +59.1% |
| 5Y | -27.2% | -96.2% | +69.0% | -21.0% |
| 10Y | +221.5% | +2.1% | +219.3% | +167.1% |
| All | +755.8% | -99.1% | +854.9% | +616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling