+15.1%
PLUG vs A
+319.7%
-304.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +5.9% |
| 7D | +5.8% | -0.1% | +5.9% | +6.3% |
| 30D | -18.5% | +3.4% | -21.9% | -20.7% |
| 3M | -30.0% | +23.8% | -53.8% | -42.2% |
| 6M | -56.2% | +49.0% | -105.2% | -70.7% |
| YTD | -26.4% | +29.4% | -55.8% | -44.7% |
| 1Y | -42.2% | +19.4% | -61.6% | -53.1% |
| 3Y | -76.8% | +66.2% | -143.0% | -86.5% |
| 5Y | -96.2% | +15.8% | -112.0% | -96.8% |
| All | +15.1% | +319.7% | -304.7% | -56.5% |
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