+788.4%
TGT vs PLUG
-98.6%
+887.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | +0.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +12.2% | +3.3% | +8.9% | +11.9% |
| 3M | +33.8% | -39.7% | +73.5% | +37.6% |
| 6M | +39.3% | -12.5% | +51.8% | +39.0% |
| YTD | +72.9% | +10.2% | +62.7% | +69.3% |
| 1Y | +84.6% | +50.7% | +33.9% | +74.9% |
| 3Y | +46.2% | -74.5% | +120.7% | +45.2% |
| 5Y | -21.3% | -91.8% | +70.4% | -18.5% |
| 10Y | +213.5% | +43.7% | +169.8% | +155.0% |
| All | +788.4% | -98.6% | +887.0% | +625.9% |
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