-28.6%
U vs PLUG
-89.5%
+60.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -7.5% | +22.5% | +17.1% |
| 7D | +24.3% | -4.9% | +29.2% | +25.5% |
| 30D | +8.6% | -27.4% | +36.0% | +18.5% |
| 3M | +37.6% | -35.7% | +73.3% | +54.6% |
| 6M | +78.5% | -59.3% | +137.8% | +123.0% |
| YTD | +10.5% | -31.5% | +42.0% | +14.8% |
| 1Y | +15.2% | -48.9% | +64.1% | +28.6% |
| 3Y | +76.6% | -79.6% | +156.2% | +84.8% |
| 5Y | -67.9% | -96.5% | +28.6% | -35.5% |
| All | -28.6% | -89.5% | +60.9% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling