+229.3%
PLUG vs ALM
+3,431.9%
-3,202.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.6% | +2.0% | -7.6% |
| 7D | -4.9% | -14.5% | +9.6% | -5.0% |
| 30D | -27.4% | -39.0% | +11.6% | -27.5% |
| 3M | -35.7% | -40.3% | +4.6% | -35.8% |
| 6M | -59.3% | -60.3% | +1.0% | -59.4% |
| YTD | -31.5% | -9.8% | -21.7% | -31.4% |
| 1Y | -48.9% | +30.8% | -79.6% | -48.7% |
| 3Y | -79.6% | +772.4% | -852.0% | -79.3% |
| 5Y | -96.5% | +390.7% | -487.2% | -96.4% |
| 10Y | -4.9% | +2,028.5% | -2,033.4% | -1.2% |
| All | +229.3% | +3,431.9% | -3,202.6% | +265.9% |
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