+96.6%
USB vs PLUG
-78.2%
+174.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.8% |
| 7D | +2.4% | +2.8% | -0.4% | +2.3% |
| 30D | +6.6% | -22.8% | +29.3% | +7.7% |
| 3M | -4.1% | -32.4% | +28.3% | -2.6% |
| 6M | +12.5% | -53.4% | +65.8% | +15.5% |
| YTD | +17.6% | -25.9% | +43.5% | +17.4% |
| 1Y | +36.5% | -42.1% | +78.6% | +37.6% |
| All | +96.6% | -78.2% | +174.8% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling