-17.9%
PLUG vs ALK
-45.1%
+27.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.8% | -4.0% | -6.6% |
| 7D | -8.1% | +0.9% | -9.1% | -8.4% |
| 30D | -20.5% | +3.3% | -23.8% | -22.0% |
| 3M | -45.9% | -17.6% | -28.3% | -41.2% |
| 6M | -65.2% | +0.8% | -66.0% | -66.4% |
| YTD | -37.1% | -22.4% | -14.7% | -32.8% |
| 1Y | -54.6% | -10.1% | -44.5% | -54.8% |
| 3Y | -64.9% | +14.0% | -78.9% | -71.8% |
| 5Y | -97.1% | -29.8% | -67.3% | -97.0% |
| All | -17.9% | -45.1% | +27.2% | -19.5% |
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