+63.9%
CTVA vs PLUG
-78.4%
+142.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.5% |
| 7D | +2.2% | +5.8% | -3.6% | +2.0% |
| 30D | -17.6% | -18.5% | +0.9% | -17.0% |
| 3M | +3.4% | -30.0% | +33.4% | +4.8% |
| 6M | -2.6% | -56.2% | +53.6% | +0.6% |
| YTD | +19.1% | -26.4% | +45.5% | +19.3% |
| 1Y | +26.8% | -42.2% | +69.0% | +28.2% |
| 3Y | +63.9% | -76.8% | +140.7% | +65.4% |
| All | +63.9% | -78.4% | +142.2% | +65.4% |
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 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