-16.6%
TLT vs PLUG
+6.6%
-23.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | 0.0% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +6.2% | -18.5% | +24.7% | +6.2% |
| 3M | +0.1% | -30.0% | +30.0% | +0.1% |
| 6M | -3.0% | -56.2% | +53.2% | -2.8% |
| YTD | -2.7% | -26.4% | +23.7% | -2.7% |
| 1Y | -4.8% | -42.2% | +37.4% | -4.8% |
| 3Y | +6.9% | -76.8% | +83.7% | +6.5% |
| 5Y | -34.5% | -96.2% | +61.8% | -35.5% |
| All | -16.6% | +6.6% | -23.2% | -11.0% |
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 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