+217.0%
W vs PLUG
+9.2%
+207.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -1.3% |
| 7D | +1.1% | -3.2% | +4.3% | +2.0% |
| 30D | +6.4% | -18.7% | +25.2% | +12.3% |
| 3M | +9.0% | -35.3% | +44.3% | +21.8% |
| 6M | +69.8% | -56.2% | +126.1% | +106.2% |
| YTD | +12.1% | -30.7% | +42.8% | +15.8% |
| 1Y | 0.0% | -46.7% | +46.7% | +9.6% |
| 3Y | +160.3% | -61.3% | +221.7% | +137.6% |
| 5Y | -53.3% | -96.6% | +43.3% | -19.5% |
| 10Y | +217.0% | +1.1% | +215.8% | +214.1% |
| All | +217.0% | +9.2% | +207.8% | +214.1% |
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