+76.4%
PLUG vs AMCR
+106.4%
-30.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.9% | -1.9% | +1.0% | -0.1% |
| 30D | +3.3% | -4.1% | +7.4% | +5.2% |
| 3M | -39.7% | +21.7% | -61.4% | -45.2% |
| 6M | -12.5% | +1.5% | -14.0% | -14.3% |
| YTD | +10.2% | +13.1% | -3.0% | +1.5% |
| 1Y | +50.7% | +16.5% | +34.2% | +36.4% |
| 3Y | -74.5% | +10.3% | -84.8% | -76.4% |
| 5Y | -91.8% | -7.7% | -84.1% | -91.7% |
| 10Y | +43.7% | +24.6% | +19.1% | +26.0% |
| All | +76.4% | +106.4% | -30.0% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling