+15.1%
PLUG vs APD
+185.9%
-170.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +8.5% |
| 7D | +5.8% | -3.7% | +9.5% | +8.8% |
| 30D | -18.5% | +9.6% | -28.1% | -24.2% |
| 3M | -30.0% | +1.6% | -31.6% | -31.2% |
| 6M | -56.2% | +2.2% | -58.4% | -57.4% |
| YTD | -26.4% | +25.9% | -52.3% | -39.8% |
| 1Y | -42.2% | +20.1% | -62.4% | -51.4% |
| 3Y | -76.8% | +12.4% | -89.2% | -79.9% |
| 5Y | -96.2% | +11.1% | -107.3% | -96.7% |
| All | +15.1% | +185.9% | -170.8% | -57.1% |
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