-95.9%
PLUG vs ABCL
-81.2%
-14.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -10.0% |
| 7D | -23.4% | -3.3% | -20.2% | -22.2% |
| 30D | -23.4% | -7.1% | -16.3% | -21.1% |
| 3M | -51.7% | +4.7% | -56.5% | -53.7% |
| 6M | -72.0% | +140.9% | -212.9% | -83.4% |
| YTD | -43.7% | +236.0% | -279.6% | -73.2% |
| 1Y | -55.4% | +217.4% | -272.8% | -78.2% |
| 3Y | -68.0% | +188.7% | -256.7% | -85.2% |
| 5Y | -97.4% | -23.5% | -73.9% | -97.9% |
| All | -95.9% | -81.2% | -14.7% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling