+1.1%
PLUG vs AR
+52.4%
-51.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.3% | -10.2% | -6.8% |
| 7D | -3.2% | -5.8% | +2.6% | -2.1% |
| 30D | -18.7% | +4.8% | -23.6% | -19.9% |
| 3M | -35.3% | +1.5% | -36.8% | -36.0% |
| 6M | -56.2% | +4.7% | -61.0% | -57.2% |
| YTD | -30.7% | +9.2% | -39.9% | -33.5% |
| 1Y | -46.7% | +11.2% | -57.8% | -49.3% |
| 3Y | -61.3% | +46.2% | -107.6% | -66.3% |
| 5Y | -96.6% | +98.1% | -194.7% | -97.3% |
| 10Y | +1.1% | +54.5% | -53.4% | -17.8% |
| All | +1.1% | +52.4% | -51.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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