+92.7%
USB vs PLUG
-0.7%
+93.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.4% | -1.5% |
| 7D | -1.5% | -4.9% | +3.5% | -1.1% |
| 30D | +4.3% | -27.4% | +31.7% | +6.7% |
| 3M | -6.1% | -35.7% | +29.6% | -3.2% |
| 6M | +9.4% | -59.3% | +68.7% | +15.9% |
| YTD | +15.2% | -31.5% | +46.6% | +15.9% |
| 1Y | +32.8% | -48.9% | +81.6% | +36.2% |
| 3Y | +91.3% | -79.6% | +170.9% | +92.7% |
| 5Y | +22.7% | -96.5% | +119.1% | +37.3% |
| All | +92.7% | -0.7% | +93.4% | +63.9% |
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