+43.7%
PLUG vs ALK
-34.2%
+77.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.1% |
| 7D | -0.9% | -0.7% | -0.3% | -0.6% |
| 30D | +3.3% | -19.2% | +22.6% | +13.8% |
| 3M | -39.7% | -1.5% | -38.2% | -40.7% |
| 6M | -12.5% | -13.1% | +0.6% | -10.2% |
| YTD | +10.2% | -16.4% | +26.6% | +14.3% |
| 1Y | +50.7% | -33.1% | +83.8% | +73.1% |
| 3Y | -74.5% | +0.6% | -75.1% | -78.0% |
| 5Y | -91.8% | -26.4% | -65.4% | -91.6% |
| All | +43.7% | -34.2% | +77.9% | +37.2% |
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