-68.4%
U vs PLUG
-96.4%
+28.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.4% | -1.9% | +3.3% |
| 7D | +36.6% | +5.8% | +30.7% | +33.7% |
| 30D | +13.3% | -18.5% | +31.9% | +20.1% |
| 3M | +26.2% | -30.0% | +56.1% | +39.0% |
| 6M | +88.7% | -56.2% | +144.9% | +133.2% |
| YTD | +16.6% | -26.4% | +43.0% | +18.4% |
| 1Y | +29.0% | -42.2% | +71.2% | +39.1% |
| 3Y | +99.5% | -76.8% | +176.3% | +100.4% |
| All | -68.4% | -96.4% | +28.0% | -17.6% |
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