-55.4%
PLUG vs ALB
-15.8%
-39.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.4% | -9.1% | -10.1% |
| 7D | -23.4% | -5.8% | -17.7% | -22.1% |
| 30D | -23.4% | -4.5% | -18.9% | -22.4% |
| 3M | -51.7% | -28.1% | -23.7% | -47.8% |
| 6M | -72.0% | -53.2% | -18.8% | -67.5% |
| YTD | -43.7% | -33.3% | -10.3% | -37.9% |
| 1Y | -55.4% | -17.4% | -38.0% | -48.6% |
| All | -55.4% | -15.8% | -39.6% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling