+2,926.4%
V vs PLUG
-92.6%
+3,019.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | +2.0% | +3.3% | -1.4% | +1.7% |
| 3M | +17.4% | -39.7% | +57.1% | +20.6% |
| 6M | +17.5% | -12.5% | +30.0% | +17.3% |
| YTD | +7.6% | +10.2% | -2.6% | +5.3% |
| 1Y | +7.7% | +50.7% | -43.0% | +2.0% |
| 3Y | +54.7% | -74.5% | +129.2% | +53.0% |
| 5Y | +73.0% | -91.8% | +164.8% | +78.7% |
| 10Y | +390.9% | +43.7% | +347.1% | +280.6% |
| All | +2,926.4% | -92.6% | +3,019.0% | +2,097.4% |
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 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