+1,677.1%
PLTR vs PLUG
-89.7%
+1,766.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.0% | +8.8% | +1.8% |
| 7D | -3.8% | -3.2% | -0.6% | -3.1% |
| 30D | -19.2% | -18.7% | -0.5% | -15.6% |
| 3M | -3.7% | -35.3% | +31.7% | +5.2% |
| 6M | +22.5% | -56.2% | +78.8% | +43.3% |
| YTD | -5.0% | -30.7% | +25.7% | -3.4% |
| 1Y | -12.8% | -46.7% | +33.9% | -6.5% |
| 3Y | +758.3% | -61.3% | +819.6% | +632.1% |
| 5Y | +649.6% | -96.6% | +746.2% | +1,250.3% |
| All | +1,677.1% | -89.7% | +1,766.8% | +2,201.9% |
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