+20.0%
PLUG vs ALK
-37.5%
+57.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.6% | +0.2% |
| 7D | +14.5% | +8.9% | +5.6% | +9.8% |
| 30D | -10.7% | +5.9% | -16.7% | -13.6% |
| 3M | -31.2% | -16.5% | -14.7% | -25.9% |
| 6M | -51.9% | +2.1% | -54.0% | -54.1% |
| YTD | -23.9% | -17.1% | -6.8% | -21.3% |
| 1Y | -43.4% | -2.9% | -40.5% | -45.8% |
| 3Y | -74.7% | +24.5% | -99.2% | -80.7% |
| 5Y | -96.3% | -29.1% | -67.2% | -96.2% |
| 10Y | +20.0% | -39.1% | +59.1% | +12.7% |
| All | +20.0% | -37.5% | +57.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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