+142.0%
W vs PLUG
-78.4%
+220.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.9% | -2.9% |
| 7D | -3.6% | +5.8% | -9.4% | -4.7% |
| 30D | +7.0% | -18.5% | +25.5% | +11.3% |
| 3M | +7.4% | -30.0% | +37.3% | +14.8% |
| 6M | +69.3% | -56.2% | +125.5% | +95.4% |
| YTD | +11.3% | -26.4% | +37.7% | +13.0% |
| 1Y | +13.2% | -42.2% | +55.4% | +19.7% |
| 3Y | +142.0% | -76.8% | +218.9% | +142.1% |
| All | +142.0% | -78.4% | +220.4% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling