+171.0%
W vs PLUG
-66.9%
+237.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.9% | +2.6% |
| 7D | +0.2% | -23.4% | +23.6% | +5.8% |
| 30D | +6.8% | -23.4% | +30.3% | +12.8% |
| 3M | +10.7% | -51.7% | +62.4% | +28.3% |
| 6M | +86.3% | -72.0% | +158.3% | +139.2% |
| YTD | +11.5% | -43.7% | +55.1% | +19.5% |
| 1Y | +5.1% | -55.4% | +60.5% | +17.5% |
| 3Y | +171.0% | -68.0% | +239.0% | +164.0% |
| All | +171.0% | -66.9% | +237.9% | +164.0% |
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