+240.4%
TPR vs PLUG
-91.8%
+332.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.4% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | -23.0% | +3.3% | -26.3% | -23.5% |
| 3M | -12.5% | -39.7% | +27.3% | -7.2% |
| 6M | -21.4% | -12.5% | -8.9% | -21.8% |
| YTD | -3.5% | +10.2% | -13.7% | -8.4% |
| 1Y | +17.4% | +50.7% | -33.3% | +2.5% |
| 3Y | +291.3% | -74.5% | +365.8% | +303.6% |
| All | +240.4% | -91.8% | +332.2% | +322.2% |
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