-10.0%
PLUG vs APTV
+194.6%
-204.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.2% | +1.0% |
| 7D | -0.9% | +4.8% | -5.7% | -3.7% |
| 30D | +3.3% | +2.0% | +1.3% | +1.9% |
| 3M | -39.7% | -34.2% | -5.5% | -23.7% |
| 6M | -12.5% | -34.7% | +22.2% | +7.8% |
| YTD | +10.2% | -37.0% | +47.1% | +37.2% |
| 1Y | +50.7% | -40.4% | +91.1% | +97.2% |
| 3Y | -74.5% | -54.1% | -20.4% | -61.8% |
| 5Y | -91.8% | -68.0% | -23.8% | -84.5% |
| 10Y | +43.7% | -15.5% | +59.2% | +68.6% |
| All | -10.0% | +194.6% | -204.5% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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