+101.3%
USB vs PLUG
+0.7%
+100.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.6% |
| 7D | +2.4% | +2.8% | -0.4% | +2.1% |
| 30D | +6.6% | -22.8% | +29.3% | +8.5% |
| 3M | -4.1% | -32.4% | +28.3% | -1.5% |
| 6M | +12.5% | -53.4% | +65.8% | +17.9% |
| YTD | +17.6% | -25.9% | +43.5% | +17.7% |
| 1Y | +36.5% | -42.1% | +78.6% | +38.7% |
| 3Y | +95.4% | -77.9% | +173.3% | +95.7% |
| 5Y | +26.1% | -96.4% | +122.5% | +40.7% |
| 10Y | +101.3% | +2.8% | +98.4% | +70.3% |
| All | +101.3% | +0.7% | +100.6% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling