-68.0%
PLUG vs APD
+29.7%
-97.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.1% | -10.6% | -10.5% |
| 7D | -23.4% | +3.8% | -27.3% | -25.3% |
| 30D | -23.4% | +8.2% | -31.7% | -27.3% |
| 3M | -51.7% | +4.3% | -56.0% | -53.2% |
| 6M | -72.0% | +4.7% | -76.7% | -73.0% |
| YTD | -43.7% | +31.5% | -75.2% | -54.2% |
| 1Y | -55.4% | +23.5% | -79.0% | -62.2% |
| 3Y | -68.0% | +29.1% | -97.1% | -70.9% |
| All | -68.0% | +29.7% | -97.7% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling