+413.3%
USB vs PLUG
-99.1%
+512.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | -4.1% | -32.4% | +28.3% | -1.5% |
| 6M | +12.5% | -53.4% | +65.8% | +18.0% |
| YTD | +17.6% | -25.9% | +43.5% | +17.8% |
| 1Y | +36.5% | -42.1% | +78.6% | +38.9% |
| 3Y | +95.4% | -77.9% | +173.3% | +95.2% |
| 5Y | +26.1% | -96.4% | +122.5% | +39.6% |
| 10Y | +101.3% | +2.8% | +98.4% | +53.6% |
| All | +413.3% | -99.1% | +512.4% | +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