-91.9%
PLUG vs ACM
+5.0%
-96.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | -0.9% | -3.7% | +2.8% | +2.2% |
| 30D | +3.3% | -11.1% | +14.4% | +11.6% |
| 3M | -39.7% | -8.0% | -31.7% | -37.8% |
| 6M | -12.5% | -29.7% | +17.2% | +15.1% |
| YTD | +10.2% | -29.4% | +39.5% | +41.4% |
| 1Y | +50.7% | -46.4% | +97.1% | +161.1% |
| 3Y | -74.5% | -22.3% | -52.2% | -72.7% |
| All | -91.9% | +5.0% | -96.9% | -93.7% |
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