-96.5%
PLUG vs ALB
-61.8%
-34.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.6% | -11.1% | -9.9% |
| 7D | -4.9% | +5.5% | -10.4% | -8.4% |
| 30D | -27.4% | -7.5% | -19.9% | -23.9% |
| 3M | -35.7% | -16.9% | -18.8% | -28.5% |
| 6M | -59.3% | -49.2% | -10.1% | -38.0% |
| YTD | -31.5% | -29.9% | -1.6% | -22.1% |
| 1Y | -48.9% | +8.2% | -57.1% | -59.0% |
| 3Y | -79.6% | -19.4% | -60.2% | -81.7% |
| 5Y | -96.5% | -61.6% | -34.9% | -94.2% |
| All | -96.5% | -61.8% | -34.7% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling