-12.6%
TLT vs PLUG
-25.0%
+12.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | -0.4% |
| 7D | -3.1% | -23.4% | +20.3% | -3.0% |
| 30D | +1.0% | -23.4% | +24.5% | +1.1% |
| 3M | -2.7% | -51.7% | +49.0% | -2.5% |
| 6M | -4.1% | -72.0% | +67.8% | -3.9% |
| YTD | -5.4% | -43.7% | +38.3% | -5.2% |
| 1Y | -7.0% | -55.4% | +48.4% | -6.9% |
| 3Y | +2.8% | -68.0% | +70.8% | +2.8% |
| 5Y | -35.4% | -97.4% | +62.1% | -36.5% |
| All | -12.6% | -25.0% | +12.4% | -6.6% |
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