+826.1%
PLTR vs PLUG
-75.5%
+901.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +5.2% |
| 7D | -5.1% | +14.5% | -19.6% | -6.2% |
| 30D | -19.1% | -10.7% | -8.3% | -18.3% |
| 3M | -1.6% | -31.2% | +29.6% | +1.3% |
| 6M | +22.8% | -51.9% | +74.7% | +29.3% |
| YTD | -4.8% | -23.9% | +19.0% | -4.6% |
| 1Y | -4.9% | -43.4% | +38.5% | -2.7% |
| 3Y | +826.1% | -74.7% | +900.8% | +771.7% |
| All | +826.1% | -75.5% | +901.6% | +771.7% |
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