+15.1%
PLUG vs ALM
+2,022.9%
-2,007.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +7.2% |
| 7D | +5.8% | -6.7% | +12.5% | +6.5% |
| 30D | -18.5% | -32.9% | +14.4% | -15.7% |
| 3M | -30.0% | -39.5% | +9.5% | -26.9% |
| 6M | -56.2% | -62.0% | +5.8% | -52.9% |
| YTD | -26.4% | -7.8% | -18.6% | -25.9% |
| 1Y | -42.2% | +26.7% | -68.9% | -43.1% |
| 3Y | -76.8% | +825.4% | -902.2% | -79.9% |
| 5Y | -96.2% | +401.2% | -497.5% | -96.7% |
| All | +15.1% | +2,022.9% | -2,007.8% | +7.1% |
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