+765.0%
PLTR vs PLUG
-78.4%
+843.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.4% | -3.9% | +2.8% |
| 7D | -12.9% | +5.8% | -18.7% | -13.3% |
| 30D | -17.4% | -18.5% | +1.2% | -16.0% |
| 3M | +2.9% | -30.0% | +32.8% | +5.8% |
| 6M | +19.9% | -56.2% | +76.1% | +27.2% |
| YTD | -9.8% | -26.4% | +16.6% | -9.3% |
| 1Y | -8.4% | -42.2% | +33.9% | -6.4% |
| 3Y | +765.0% | -76.8% | +841.9% | +711.5% |
| All | +765.0% | -78.4% | +843.4% | +711.5% |
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