-72.7%
U vs PLUG
-96.6%
+23.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +16.9% | -7.2% | +24.1% | +19.0% |
| 30D | +6.4% | -16.4% | +22.7% | +11.8% |
| 3M | +13.2% | -39.0% | +52.1% | +29.8% |
| 6M | +84.8% | -61.5% | +146.3% | +138.3% |
| YTD | +12.4% | -31.2% | +43.6% | +16.4% |
| 1Y | +19.8% | -46.4% | +66.2% | +32.2% |
| 3Y | +83.8% | -61.6% | +145.4% | +49.3% |
| 5Y | -72.7% | -96.9% | +24.1% | -27.0% |
| All | -72.7% | -96.6% | +23.9% | -27.0% |
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