+15.1%
PLUG vs AR
+44.3%
-29.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.6% |
| 7D | +5.8% | -14.3% | +20.1% | +9.3% |
| 30D | -18.5% | +1.4% | -20.0% | -19.1% |
| 3M | -30.0% | +3.4% | -33.3% | -31.0% |
| 6M | -56.2% | -2.1% | -54.1% | -56.5% |
| YTD | -26.4% | +4.7% | -31.1% | -28.7% |
| 1Y | -42.2% | +10.6% | -52.8% | -45.0% |
| 3Y | -76.8% | +24.6% | -101.4% | -79.0% |
| 5Y | -96.2% | +71.9% | -168.1% | -96.9% |
| All | +15.1% | +44.3% | -29.2% | -4.1% |
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