+429.3%
PLUG vs ALM
+7,705.7%
-7,276.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +2.8% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | +3.3% | +32.0% | -28.7% | +3.4% |
| 3M | -39.7% | -15.0% | -24.7% | -39.8% |
| 6M | -12.5% | -10.1% | -2.4% | -12.5% |
| YTD | +10.2% | +99.4% | -89.3% | +10.5% |
| 1Y | +50.7% | +316.4% | -265.7% | +51.7% |
| 3Y | -74.5% | +2,022.0% | -2,096.5% | -74.0% |
| 5Y | -91.8% | +941.2% | -1,033.0% | -91.6% |
| 10Y | +43.7% | +2,950.3% | -2,906.6% | +49.1% |
| All | +429.3% | +7,705.7% | -7,276.5% | +489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling