+1,714.7%
PLTR vs PLUG
-89.8%
+1,804.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.3% |
| 7D | +0.4% | -6.8% | +7.3% | +2.0% |
| 30D | -17.5% | -16.0% | -1.5% | -14.4% |
| 3M | -1.5% | -38.7% | +37.3% | +9.0% |
| 6M | +25.9% | -61.4% | +87.3% | +51.7% |
| YTD | -3.0% | -31.0% | +28.0% | -1.3% |
| 1Y | -9.7% | -46.2% | +36.5% | -3.4% |
| 3Y | +776.5% | -61.5% | +837.9% | +648.3% |
| 5Y | +649.9% | -96.9% | +746.8% | +1,285.4% |
| All | +1,714.7% | -89.8% | +1,804.5% | +2,252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling