+421.8%
TPR vs PLUG
-79.9%
+501.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.5% | +14.6% | +7.6% |
| 7D | +13.9% | -4.9% | +18.8% | +14.2% |
| 30D | +14.9% | -27.4% | +42.3% | +17.6% |
| 3M | -15.4% | -35.7% | +20.3% | -12.9% |
| 6M | -4.5% | -59.3% | +54.9% | +1.4% |
| YTD | +6.0% | -31.5% | +37.5% | +6.3% |
| 1Y | +24.3% | -48.9% | +73.2% | +27.6% |
| All | +421.8% | -79.9% | +501.6% | +429.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling