-26.5%
PLUG vs A
+302.9%
-329.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -11.0% | -11.0% |
| 7D | -23.4% | -0.5% | -23.0% | -23.0% |
| 30D | -23.4% | 0.0% | -23.4% | -23.0% |
| 3M | -51.7% | +16.7% | -68.4% | -58.0% |
| 6M | -72.0% | +54.8% | -126.8% | -81.8% |
| YTD | -43.7% | +28.8% | -72.5% | -57.4% |
| 1Y | -55.4% | +19.3% | -74.7% | -63.8% |
| 3Y | -68.0% | +65.5% | -133.5% | -81.2% |
| 5Y | -97.4% | +12.1% | -109.5% | -97.8% |
| All | -26.5% | +302.9% | -329.4% | -73.0% |
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