-39.0%
U vs PLUG
-83.1%
+44.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.8% |
| 7D | -3.8% | -0.9% | -2.9% | -3.6% |
| 30D | +17.5% | +3.3% | +14.1% | +15.9% |
| 3M | +38.7% | -39.7% | +78.5% | +58.3% |
| 6M | +104.4% | -12.5% | +116.9% | +101.9% |
| YTD | -5.7% | +10.2% | -15.8% | -13.9% |
| 1Y | +3.7% | +50.7% | -47.0% | -21.4% |
| 3Y | +12.3% | -74.5% | +86.8% | +14.6% |
| 5Y | -68.8% | -91.8% | +23.0% | -49.7% |
| All | -39.0% | -83.1% | +44.0% | -14.0% |
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 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