-60.5%
PLUG vs ABCL
+210.0%
-270.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.3% | -8.5% |
| 7D | -2.8% | +2.3% | -5.1% | -3.6% |
| 30D | -18.5% | -0.7% | -17.8% | -18.5% |
| 3M | -35.1% | +33.4% | -68.5% | -43.5% |
| 6M | -56.1% | +137.8% | -193.9% | -72.8% |
| YTD | -30.5% | +264.3% | -294.8% | -67.1% |
| 1Y | -46.5% | +209.2% | -255.7% | -72.4% |
| All | -60.5% | +210.0% | -270.5% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling