-96.6%
PLUG vs ACM
+4.8%
-101.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.6% | -9.5% |
| 7D | -3.2% | +6.6% | -9.8% | -8.1% |
| 30D | -18.7% | +19.8% | -38.5% | -30.0% |
| 3M | -35.3% | -3.1% | -32.2% | -35.1% |
| 6M | -56.2% | -11.5% | -44.7% | -53.8% |
| YTD | -30.7% | -24.7% | -6.0% | -15.5% |
| 1Y | -46.7% | -45.1% | -1.6% | -7.8% |
| 3Y | -61.3% | -8.9% | -52.5% | -65.6% |
| 5Y | -96.6% | +5.4% | -102.0% | -97.6% |
| All | -96.6% | +4.8% | -101.4% | -97.6% |
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