-74.7%
PLUG vs A
+67.3%
-142.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.4% | +1.3% |
| 7D | +14.5% | +4.8% | +9.7% | +11.2% |
| 30D | -10.7% | +5.6% | -16.4% | -13.8% |
| 3M | -31.2% | +23.6% | -54.8% | -40.7% |
| 6M | -51.9% | +56.4% | -108.3% | -66.2% |
| YTD | -23.9% | +33.4% | -57.3% | -39.2% |
| 1Y | -43.4% | +23.7% | -67.1% | -51.4% |
| 3Y | -74.7% | +71.0% | -145.7% | -82.4% |
| All | -74.7% | +67.3% | -142.0% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling