+20.0%
PLUG vs ALM
+2,221.4%
-2,201.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.6% | +2.7% |
| 7D | +14.5% | +0.7% | +13.8% | +14.5% |
| 30D | -10.7% | -26.1% | +15.4% | -8.3% |
| 3M | -31.2% | -38.1% | +6.9% | -28.4% |
| 6M | -51.9% | -55.4% | +3.5% | -48.9% |
| YTD | -23.9% | -0.4% | -23.5% | -23.9% |
| 1Y | -43.4% | +25.4% | -68.8% | -44.3% |
| 3Y | -74.7% | +907.8% | -982.5% | -78.2% |
| 5Y | -96.3% | +440.2% | -536.5% | -96.8% |
| 10Y | +20.0% | +2,031.1% | -2,011.1% | +9.5% |
| All | +20.0% | +2,221.4% | -2,201.4% | +9.5% |
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