-94.6%
PLUG vs ABCL
-80.5%
-14.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +6.7% | +0.7% | +4.4% |
| 7D | +5.8% | -3.2% | +9.0% | +7.4% |
| 30D | -18.5% | -7.4% | -11.1% | -16.1% |
| 3M | -30.0% | +81.9% | -111.9% | -50.1% |
| 6M | -56.2% | +135.7% | -191.9% | -73.9% |
| YTD | -26.4% | +247.4% | -273.8% | -65.6% |
| 1Y | -42.2% | +162.3% | -204.5% | -69.2% |
| 3Y | -76.8% | +165.5% | -242.3% | -88.8% |
| 5Y | -96.2% | -21.3% | -74.9% | -97.0% |
| All | -94.6% | -80.5% | -14.1% | -92.1% |
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