-96.5%
PLUG vs ABCL
-30.0%
-66.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.4% | +1.8% | -3.0% |
| 7D | -4.9% | -14.9% | +10.0% | +2.6% |
| 30D | -27.4% | -15.4% | -12.1% | -21.9% |
| 3M | -35.7% | +88.0% | -123.7% | -56.6% |
| 6M | -59.3% | +138.8% | -198.2% | -77.3% |
| YTD | -31.5% | +225.4% | -256.9% | -69.6% |
| 1Y | -48.9% | +137.3% | -186.2% | -73.2% |
| 3Y | -79.6% | +136.8% | -216.4% | -90.5% |
| 5Y | -96.5% | -26.2% | -70.2% | -97.0% |
| All | -96.5% | -30.0% | -66.4% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling