+15.2%
PLD vs PLUG
-91.8%
+107.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.0% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -2.4% | +3.3% | -5.8% | -2.8% |
| 3M | -3.8% | -39.7% | +35.9% | -0.1% |
| 6M | 0.0% | -12.5% | +12.5% | -0.4% |
| YTD | +9.2% | +10.2% | -0.9% | +5.4% |
| 1Y | +25.9% | +50.7% | -24.8% | +15.0% |
| 3Y | +21.3% | -74.5% | +95.8% | +23.5% |
| All | +15.2% | -91.8% | +107.1% | +28.3% |
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