+101.5%
PLUG vs AR
-32.8%
+134.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.8% | -4.7% | -6.9% |
| 7D | -4.9% | -11.7% | +6.8% | -2.4% |
| 30D | -27.4% | +1.8% | -29.3% | -28.0% |
| 3M | -35.7% | +6.0% | -41.7% | -37.0% |
| 6M | -59.3% | -7.0% | -52.3% | -59.1% |
| YTD | -31.5% | +5.6% | -37.0% | -33.7% |
| 1Y | -48.9% | +10.8% | -59.7% | -51.3% |
| 3Y | -79.6% | +19.3% | -98.9% | -81.3% |
| 5Y | -96.5% | +73.3% | -169.8% | -97.1% |
| 10Y | -4.9% | +47.6% | -52.5% | -24.7% |
| All | +101.5% | -32.8% | +134.3% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling