+131.2%
TLT vs PLUG
-96.3%
+227.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -0.6% | +3.3% | -3.9% | -0.5% |
| 3M | -2.7% | -39.7% | +37.0% | -3.2% |
| 6M | -5.6% | -12.5% | +6.9% | -5.6% |
| YTD | -2.8% | +10.2% | -12.9% | -2.4% |
| 1Y | -1.4% | +50.7% | -52.1% | -0.5% |
| 3Y | -1.6% | -74.5% | +72.9% | -1.8% |
| 5Y | -33.8% | -91.8% | +58.0% | -34.5% |
| 10Y | -21.1% | +43.7% | -64.9% | -15.1% |
| All | +131.2% | -96.3% | +227.5% | +163.4% |
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