+15.1%
PLUG vs ALK
-41.7%
+56.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.1% |
| 7D | +5.8% | +9.0% | -3.2% | +1.2% |
| 30D | -18.5% | -1.6% | -16.9% | -18.3% |
| 3M | -30.0% | -23.2% | -6.8% | -21.5% |
| 6M | -56.2% | -3.9% | -52.3% | -57.0% |
| YTD | -26.4% | -22.6% | -3.8% | -21.4% |
| 1Y | -42.2% | -5.3% | -36.9% | -44.0% |
| 3Y | -76.8% | +18.6% | -95.4% | -82.0% |
| 5Y | -96.2% | -34.4% | -61.8% | -95.9% |
| All | +15.1% | -41.7% | +56.8% | +10.9% |
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