-6.8%
PLUG vs ALM
+2,079.4%
-2,086.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.2% | -1.4% | -8.0% |
| 7D | -2.8% | -6.3% | +3.5% | -2.2% |
| 30D | -18.5% | -31.4% | +13.0% | -15.6% |
| 3M | -35.1% | -40.6% | +5.5% | -32.1% |
| 6M | -56.1% | -58.6% | +2.5% | -52.9% |
| YTD | -30.5% | -7.6% | -22.9% | -30.0% |
| 1Y | -46.5% | +13.8% | -60.3% | -47.0% |
| 3Y | -61.2% | +842.1% | -903.3% | -66.5% |
| 5Y | -96.6% | +407.4% | -504.0% | -97.0% |
| All | -6.8% | +2,079.4% | -2,086.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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