+15.1%
PLUG vs ARWR
+906.2%
-891.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +7.1% |
| 7D | +5.8% | -2.9% | +8.7% | +6.8% |
| 30D | -18.5% | -5.4% | -13.1% | -17.2% |
| 3M | -30.0% | -32.2% | +2.3% | -22.7% |
| 6M | -56.2% | -26.5% | -29.7% | -53.1% |
| YTD | -26.4% | -12.4% | -14.0% | -25.3% |
| 1Y | -42.2% | +46.9% | -89.1% | -49.6% |
| 3Y | -76.8% | +116.0% | -192.8% | -83.0% |
| 5Y | -96.2% | -28.0% | -68.3% | -96.6% |
| All | +15.1% | +906.2% | -891.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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