+109.2%
PCAR vs PLUG
-96.6%
+205.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.5% | +6.0% | -1.1% |
| 7D | +2.2% | -4.9% | +7.1% | +2.4% |
| 30D | -4.4% | -27.4% | +23.0% | -2.8% |
| 3M | -21.4% | -35.7% | +14.3% | -19.6% |
| 6M | -7.3% | -59.3% | +52.0% | -3.2% |
| YTD | -3.8% | -31.5% | +27.7% | -3.3% |
| 1Y | +6.3% | -48.9% | +55.2% | +8.5% |
| 3Y | +34.4% | -79.6% | +114.0% | +35.5% |
| 5Y | +109.2% | -96.5% | +205.7% | +129.4% |
| All | +109.2% | -96.6% | +205.8% | +129.4% |
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