+7.1%
PLUG vs ALK
-42.1%
+49.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.2% | -4.3% | -6.0% |
| 7D | -4.9% | +7.1% | -12.0% | -8.4% |
| 30D | -27.4% | -3.0% | -24.4% | -26.8% |
| 3M | -35.7% | -25.6% | -10.1% | -26.9% |
| 6M | -59.3% | +0.5% | -59.8% | -61.0% |
| YTD | -31.5% | -23.1% | -8.4% | -26.6% |
| 1Y | -48.9% | -7.5% | -41.3% | -49.8% |
| 3Y | -79.6% | +15.3% | -94.9% | -83.9% |
| 5Y | -96.5% | -34.8% | -61.7% | -96.2% |
| All | +7.1% | -42.1% | +49.2% | +3.5% |
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