-34.8%
TLT vs PLUG
-96.5%
+61.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.7% | -1.2% |
| 7D | -0.3% | -3.2% | +2.9% | -0.2% |
| 30D | +3.7% | -18.7% | +22.5% | +4.1% |
| 3M | -0.7% | -35.3% | +34.6% | +0.1% |
| 6M | -4.2% | -56.2% | +52.1% | -3.0% |
| YTD | -4.0% | -30.7% | +26.7% | -3.8% |
| 1Y | -5.8% | -46.7% | +40.8% | -5.3% |
| 3Y | +4.1% | -61.3% | +65.4% | +3.1% |
| 5Y | -34.8% | -96.6% | +61.8% | -35.1% |
| All | -34.8% | -96.5% | +61.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling