-24.7%
U vs PLUG
-88.7%
+64.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.4% | -1.9% | +3.4% |
| 7D | +36.6% | +5.8% | +30.7% | +33.8% |
| 30D | +13.3% | -18.5% | +31.9% | +19.7% |
| 3M | +26.2% | -30.0% | +56.1% | +38.4% |
| 6M | +88.7% | -56.2% | +144.9% | +130.9% |
| YTD | +16.6% | -26.4% | +43.0% | +18.7% |
| 1Y | +29.0% | -42.2% | +71.2% | +38.9% |
| 3Y | +99.5% | -76.8% | +176.3% | +99.2% |
| 5Y | -66.1% | -96.2% | +30.1% | -33.3% |
| All | -24.7% | -88.7% | +64.0% | +18.6% |
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 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