-26.3%
U vs PLUG
-89.3%
+63.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.5% | +0.3% |
| 7D | +24.4% | -2.8% | +27.2% | +24.8% |
| 30D | +7.4% | -18.5% | +25.8% | +13.4% |
| 3M | +16.8% | -35.1% | +51.9% | +30.8% |
| 6M | +78.8% | -56.1% | +134.9% | +118.3% |
| YTD | +14.0% | -30.5% | +44.4% | +17.8% |
| 1Y | +16.7% | -46.5% | +63.2% | +28.6% |
| 3Y | +86.4% | -61.2% | +147.6% | +58.7% |
| 5Y | -71.5% | -96.6% | +25.1% | -42.5% |
| All | -26.3% | -89.3% | +63.0% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling