-55.4%
PLUG vs ADVB
-72.7%
+17.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -23.6% | +13.1% | -11.0% |
| 7D | -23.4% | +27.8% | -51.2% | -22.6% |
| 30D | -23.4% | -50.8% | +27.3% | -24.4% |
| 3M | -51.7% | -70.5% | +18.8% | -53.0% |
| 6M | -72.0% | -46.7% | -25.2% | -71.4% |
| YTD | -43.7% | -56.7% | +13.0% | -41.4% |
| 1Y | -55.4% | -71.8% | +16.3% | -54.4% |
| All | -55.4% | -72.7% | +17.3% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling