+20.0%
PLUG vs A
+328.7%
-308.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.4% | +0.8% |
| 7D | +14.5% | +4.8% | +9.7% | +10.4% |
| 30D | -10.7% | +5.6% | -16.4% | -14.6% |
| 3M | -31.2% | +23.6% | -54.8% | -43.1% |
| 6M | -51.9% | +56.4% | -108.3% | -69.2% |
| YTD | -23.9% | +33.4% | -57.3% | -44.3% |
| 1Y | -43.4% | +23.7% | -67.1% | -55.5% |
| 3Y | -74.7% | +71.0% | -145.7% | -85.6% |
| 5Y | -96.3% | +16.8% | -113.2% | -96.9% |
| 10Y | +20.0% | +323.8% | -303.8% | -55.9% |
| All | +20.0% | +328.7% | -308.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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