-7.5%
PLUG vs ALB
+35.3%
-42.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.4% |
| 7D | -6.8% | +1.1% | -7.9% | -7.5% |
| 30D | -16.0% | -2.6% | -13.5% | -14.8% |
| 3M | -38.7% | -25.6% | -13.2% | -27.0% |
| 6M | -61.4% | -54.0% | -7.3% | -38.3% |
| YTD | -31.0% | -31.6% | +0.6% | -19.8% |
| 1Y | -46.2% | -6.6% | -39.7% | -50.4% |
| 3Y | -61.5% | -14.0% | -47.5% | -65.3% |
| 5Y | -96.9% | -62.5% | -34.3% | -95.2% |
| 10Y | -7.5% | +36.3% | -43.8% | -17.0% |
| All | -7.5% | +35.3% | -42.8% | -17.0% |
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