+796.3%
TGT vs PLUG
-99.0%
+895.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +4.5% |
| 7D | +4.7% | +14.5% | -9.8% | +3.8% |
| 30D | +8.0% | -10.7% | +18.7% | +8.6% |
| 3M | +11.7% | -31.2% | +42.9% | +14.1% |
| 6M | +34.7% | -51.9% | +86.7% | +39.9% |
| YTD | +74.4% | -23.9% | +98.3% | +74.5% |
| 1Y | +89.2% | -43.4% | +132.6% | +92.5% |
| 3Y | +73.4% | -74.7% | +148.1% | +72.3% |
| 5Y | -24.0% | -96.3% | +72.3% | -17.5% |
| 10Y | +225.5% | +20.0% | +205.5% | +168.1% |
| All | +796.3% | -99.0% | +895.3% | +648.3% |
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