-6.8%
PLUG vs ALB
+33.9%
-40.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.4% | -6.0% |
| 7D | -2.8% | +5.3% | -8.1% | -6.0% |
| 30D | -18.5% | -6.3% | -12.2% | -15.2% |
| 3M | -35.1% | -27.4% | -7.7% | -21.5% |
| 6M | -56.1% | -53.1% | -3.0% | -30.7% |
| YTD | -30.5% | -32.3% | +1.9% | -18.6% |
| 1Y | -46.5% | -7.3% | -39.2% | -50.3% |
| 3Y | -61.2% | -14.9% | -46.3% | -64.8% |
| 5Y | -96.6% | -62.0% | -34.6% | -94.8% |
| All | -6.8% | +33.9% | -40.7% | -15.8% |
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