-96.5%
PLUG vs ACM
-2.7%
-93.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +5.8% | +5.4% | +0.5% | +1.4% |
| 30D | -18.5% | +15.1% | -33.7% | -27.4% |
| 3M | -30.0% | -10.5% | -19.5% | -24.8% |
| 6M | -56.2% | -19.7% | -36.5% | -49.4% |
| YTD | -26.4% | -28.8% | +2.4% | -5.9% |
| 1Y | -42.2% | -47.9% | +5.6% | +4.3% |
| 3Y | -76.8% | -12.4% | -64.5% | -79.5% |
| All | -96.5% | -2.7% | -93.7% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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