+232.1%
W vs PLUG
+6.6%
+225.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.9% | -3.4% |
| 7D | -3.6% | +5.8% | -9.4% | -5.2% |
| 30D | +7.0% | -18.5% | +25.5% | +12.8% |
| 3M | +7.4% | -30.0% | +37.3% | +17.5% |
| 6M | +69.3% | -56.2% | +125.5% | +105.5% |
| YTD | +11.3% | -26.4% | +37.7% | +13.2% |
| 1Y | +13.2% | -42.2% | +55.4% | +21.4% |
| 3Y | +142.0% | -76.8% | +218.9% | +148.1% |
| 5Y | -54.6% | -96.2% | +41.6% | -23.7% |
| All | +232.1% | +6.6% | +225.4% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling