+108.3%
V vs PLUG
-97.5%
+205.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.5% | +11.8% | +1.8% |
| 7D | +0.9% | -23.4% | +24.4% | +2.0% |
| 30D | +9.0% | -23.4% | +32.4% | +10.1% |
| 3M | +16.7% | -51.7% | +68.5% | +20.2% |
| 6M | +33.4% | -72.0% | +105.4% | +40.6% |
| YTD | +22.4% | -43.7% | +66.0% | +23.7% |
| 1Y | +27.7% | -55.4% | +83.1% | +30.4% |
| 3Y | +78.0% | -68.0% | +146.0% | +73.2% |
| All | +108.3% | -97.5% | +205.8% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling