-26.6%
U vs PLUG
-90.3%
+63.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.8% | +9.9% | +3.6% |
| 7D | +2.8% | -8.1% | +11.0% | +5.1% |
| 30D | +7.6% | -20.5% | +28.1% | +14.3% |
| 3M | +12.7% | -45.9% | +58.5% | +32.7% |
| 6M | +87.0% | -65.2% | +152.1% | +144.7% |
| YTD | +13.6% | -37.1% | +50.7% | +20.6% |
| 1Y | +25.3% | -54.6% | +79.9% | +44.7% |
| 3Y | +85.8% | -64.9% | +150.7% | +62.5% |
| 5Y | -74.5% | -97.1% | +22.6% | -46.3% |
| All | -26.6% | -90.3% | +63.7% | +20.5% |
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