-12.1%
PLUG vs ADVB
-97.5%
+85.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +7.4% |
| 7D | +5.8% | -13.9% | +19.8% | +5.6% |
| 30D | -18.5% | -68.1% | +49.6% | -20.0% |
| 3M | -30.0% | -73.4% | +43.4% | -31.2% |
| 6M | -56.2% | -70.8% | +14.6% | -56.1% |
| YTD | -26.4% | -66.1% | +39.7% | -26.4% |
| 1Y | -42.2% | -77.5% | +35.3% | -41.9% |
| All | -12.1% | -97.5% | +85.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling