-18.2%
PLUG vs ADVB
-97.6%
+79.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.5% | +2.0% | -7.6% |
| 7D | -4.9% | -28.0% | +23.1% | -5.3% |
| 30D | -27.4% | -70.2% | +42.8% | -28.8% |
| 3M | -35.7% | -76.1% | +40.4% | -37.0% |
| 6M | -59.3% | -72.3% | +13.0% | -59.3% |
| YTD | -31.5% | -67.5% | +36.0% | -31.5% |
| 1Y | -48.9% | -78.6% | +29.7% | -48.6% |
| All | -18.2% | -97.6% | +79.4% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling