-53.4%
W vs PLUG
-96.4%
+43.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.1% | +3.4% |
| 7D | +3.3% | +14.5% | -11.2% | -1.4% |
| 30D | +10.5% | -10.7% | +21.2% | +14.5% |
| 3M | +9.6% | -31.2% | +40.8% | +23.3% |
| 6M | +76.4% | -51.9% | +128.3% | +116.9% |
| YTD | +16.4% | -23.9% | +40.3% | +16.2% |
| 1Y | +9.3% | -43.4% | +52.7% | +19.0% |
| 3Y | +172.8% | -74.7% | +247.5% | +162.6% |
| 5Y | -53.4% | -96.3% | +43.0% | +41.4% |
| All | -53.4% | -96.4% | +43.0% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling