+15.1%
PLUG vs ALB
+33.3%
-18.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.8% |
| 7D | +5.8% | +9.1% | -3.2% | 0.0% |
| 30D | -18.5% | -3.4% | -15.1% | -17.0% |
| 3M | -30.0% | -20.6% | -9.4% | -20.0% |
| 6M | -56.2% | -48.2% | -8.0% | -35.3% |
| YTD | -26.4% | -29.2% | +2.8% | -16.4% |
| 1Y | -42.2% | +10.0% | -52.2% | -52.4% |
| 3Y | -76.8% | -12.9% | -63.9% | -79.5% |
| 5Y | -96.2% | -61.3% | -34.9% | -94.3% |
| All | +15.1% | +33.3% | -18.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling