-6.8%
PLUG vs APD
+184.8%
-191.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.0% | -8.9% |
| 7D | -2.8% | -0.2% | -2.6% | -2.6% |
| 30D | -18.5% | +11.0% | -29.5% | -24.8% |
| 3M | -35.1% | +2.0% | -37.1% | -36.4% |
| 6M | -56.1% | +7.1% | -63.1% | -58.8% |
| YTD | -30.5% | +29.8% | -60.2% | -44.4% |
| 1Y | -46.5% | +24.0% | -70.5% | -56.1% |
| 3Y | -61.2% | +27.2% | -88.4% | -68.9% |
| 5Y | -96.6% | +12.8% | -109.4% | -97.0% |
| All | -6.8% | +184.8% | -191.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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