-98.6%
PLUG vs ALB
+2,072.7%
-2,171.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.3% | +5.6% |
| 7D | -0.9% | -8.1% | +7.2% | +4.1% |
| 30D | +3.3% | +6.3% | -2.9% | -1.6% |
| 3M | -39.7% | -23.6% | -16.1% | -29.9% |
| 6M | -12.5% | -24.6% | +12.1% | -0.9% |
| YTD | +10.2% | -10.3% | +20.4% | +8.8% |
| 1Y | +50.7% | +61.5% | -10.8% | -2.1% |
| 3Y | -74.5% | -34.0% | -40.5% | -72.3% |
| 5Y | -91.8% | -44.6% | -47.2% | -90.0% |
| 10Y | +43.7% | +76.1% | -32.4% | -22.8% |
| All | -98.6% | +2,072.7% | -2,171.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling