+1,046.2%
PLTR vs PLUG
-74.3%
+1,120.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -4.8% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | +10.0% | +3.3% | +6.7% | +9.6% |
| 3M | +23.0% | -39.7% | +62.7% | +28.5% |
| 6M | +13.8% | -12.5% | +26.3% | +13.4% |
| YTD | -1.9% | +10.2% | -12.1% | -5.1% |
| 1Y | +11.6% | +50.7% | -39.0% | +2.0% |
| All | +1,046.2% | -74.3% | +1,120.4% | +1,116.6% |
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