-74.6%
PLUG vs ABCL
+104.5%
-179.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.3% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +3.3% | +93.1% | -89.7% | -25.8% |
| 3M | -39.7% | +79.4% | -119.2% | -56.3% |
| 6M | -12.5% | +214.9% | -227.4% | -54.2% |
| YTD | +10.2% | +234.2% | -224.1% | -45.8% |
| 1Y | +50.7% | +174.8% | -124.1% | -19.0% |
| All | -74.6% | +104.5% | -179.1% | -86.8% |
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 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