-42.1%
PLUG vs ABCL
+138.2%
-180.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | +2.8% | -10.0% | +12.8% | +5.0% |
| 30D | -22.8% | -10.9% | -11.9% | -21.1% |
| 3M | -32.4% | +101.6% | -134.0% | -42.4% |
| 6M | -53.4% | +167.5% | -220.9% | -63.5% |
| YTD | -25.9% | +259.1% | -285.0% | -47.9% |
| 1Y | -42.1% | +152.2% | -194.2% | -57.7% |
| All | -42.1% | +138.2% | -180.3% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling