-91.9%
PLUG vs A
-12.8%
-79.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.3% |
| 7D | -0.9% | -1.9% | +1.0% | +0.8% |
| 30D | +3.3% | +6.9% | -3.6% | -2.3% |
| 3M | -39.7% | +9.2% | -49.0% | -44.7% |
| 6M | -12.5% | +25.7% | -38.2% | -32.0% |
| YTD | +10.2% | +11.5% | -1.4% | -4.3% |
| 1Y | +50.7% | +18.4% | +32.3% | +24.6% |
| 3Y | -74.5% | +26.6% | -101.1% | -80.9% |
| All | -91.9% | -12.8% | -79.1% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling