+428.0%
USB vs PLUG
-98.6%
+526.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | +1.4% | -0.9% | +2.4% | +1.5% |
| 30D | -1.3% | +3.3% | -4.6% | -1.7% |
| 3M | +15.2% | -39.7% | +55.0% | +19.3% |
| 6M | +18.8% | -12.5% | +31.3% | +18.6% |
| YTD | +21.0% | +10.2% | +10.9% | +17.8% |
| 1Y | +34.0% | +50.7% | -16.7% | +25.2% |
| 3Y | +95.3% | -74.5% | +169.8% | +93.3% |
| 5Y | +40.4% | -91.8% | +132.2% | +45.8% |
| 10Y | +107.3% | +43.7% | +63.6% | +54.2% |
| All | +428.0% | -98.6% | +526.7% | +225.6% |
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