-97.3%
PLUG vs ACM
+1.1%
-98.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.0% | -10.9% |
| 7D | -23.4% | +5.6% | -29.1% | -26.9% |
| 30D | -23.4% | +20.8% | -44.3% | -34.6% |
| 3M | -51.7% | +11.4% | -63.2% | -56.3% |
| 6M | -72.0% | +0.9% | -72.9% | -73.6% |
| YTD | -43.7% | -24.8% | -18.8% | -31.1% |
| 1Y | -55.4% | -46.4% | -9.0% | -20.4% |
| 3Y | -68.0% | -9.2% | -58.8% | -71.5% |
| All | -97.3% | +1.1% | -98.4% | -98.1% |
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