-48.9%
PLUG vs ABCL
+127.6%
-176.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.4% | +1.8% | -5.4% |
| 7D | -4.9% | -14.9% | +10.0% | -1.5% |
| 30D | -27.4% | -15.4% | -12.1% | -24.8% |
| 3M | -35.7% | +88.0% | -123.7% | -44.5% |
| 6M | -59.3% | +138.8% | -198.2% | -67.5% |
| YTD | -31.5% | +225.4% | -256.9% | -51.3% |
| 1Y | -48.9% | +137.3% | -186.2% | -62.0% |
| All | -48.9% | +127.6% | -176.5% | -62.0% |
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