+117.9%
PLUG vs AR
-30.9%
+148.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +4.9% |
| 7D | +2.8% | -11.1% | +13.9% | +5.4% |
| 30D | -22.8% | +7.9% | -30.6% | -24.3% |
| 3M | -32.4% | +4.9% | -37.3% | -33.6% |
| 6M | -53.4% | -5.3% | -48.0% | -53.3% |
| YTD | -25.9% | +8.6% | -34.5% | -28.8% |
| 1Y | -42.1% | +13.7% | -55.7% | -45.1% |
| 3Y | -77.9% | +22.8% | -100.7% | -79.9% |
| 5Y | -96.4% | +82.0% | -178.3% | -97.0% |
| 10Y | +2.8% | +51.8% | -49.0% | -19.2% |
| All | +117.9% | -30.9% | +148.8% | +91.4% |
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