-91.9%
PLUG vs ABCL
-81.3%
-10.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +3.3% | +93.1% | -89.7% | -27.7% |
| 3M | -39.7% | +79.4% | -119.2% | -57.4% |
| 6M | -12.5% | +214.9% | -227.4% | -55.3% |
| YTD | +10.2% | +234.2% | -224.1% | -46.8% |
| 1Y | +50.7% | +174.8% | -124.1% | -20.8% |
| 3Y | -74.5% | +104.5% | -179.0% | -85.9% |
| 5Y | -91.8% | -39.0% | -52.8% | -92.8% |
| All | -91.9% | -81.3% | -10.6% | -87.8% |
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