+87.5%
U vs PLUG
-66.9%
+154.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.5% | +15.7% | +7.0% |
| 7D | +2.6% | -23.4% | +26.0% | +6.9% |
| 30D | +27.6% | -23.4% | +51.0% | +32.6% |
| 3M | +15.3% | -51.7% | +67.1% | +29.2% |
| 6M | +96.4% | -72.0% | +168.4% | +138.7% |
| YTD | +19.6% | -43.7% | +63.2% | +26.5% |
| 1Y | +42.1% | -55.4% | +97.5% | +55.3% |
| 3Y | +87.5% | -68.0% | +155.5% | +90.3% |
| All | +87.5% | -66.9% | +154.4% | +90.3% |
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