+32.4%
TPR vs PLUG
-47.1%
+79.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | +6.4% | -7.2% | +13.6% | +6.4% |
| 30D | +13.8% | -16.4% | +30.1% | +13.9% |
| 3M | -16.6% | -39.0% | +22.3% | -16.3% |
| 6M | +0.7% | -61.5% | +62.2% | +2.3% |
| YTD | +5.3% | -31.2% | +36.6% | +4.6% |
| 1Y | +32.4% | -46.4% | +78.8% | +33.1% |
| All | +32.4% | -47.1% | +79.4% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling