-98.7%
PLUG vs A
+457.0%
-555.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.5% |
| 7D | -0.9% | -1.9% | +1.0% | +0.1% |
| 30D | +3.3% | +6.9% | -3.6% | 0.0% |
| 3M | -39.7% | +9.2% | -49.0% | -42.7% |
| 6M | -12.5% | +25.7% | -38.2% | -24.1% |
| YTD | +10.2% | +11.5% | -1.4% | +1.4% |
| 1Y | +50.7% | +18.4% | +32.3% | +35.7% |
| 3Y | -74.5% | +26.6% | -101.1% | -77.6% |
| 5Y | -91.8% | -12.8% | -79.0% | -91.1% |
| 10Y | +43.7% | +247.2% | -203.5% | -15.5% |
| All | -98.7% | +457.0% | -555.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling