-26.5%
PLUG vs ARWR
+1,024.2%
-1,050.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.3% | -11.8% | -10.8% |
| 7D | -23.4% | -17.8% | -5.6% | -19.8% |
| 30D | -23.4% | -18.1% | -5.3% | -19.6% |
| 3M | -51.7% | -44.2% | -7.6% | -44.1% |
| 6M | -72.0% | -38.6% | -33.3% | -68.6% |
| YTD | -43.7% | -28.0% | -15.6% | -40.1% |
| 1Y | -55.4% | +16.1% | -71.6% | -58.9% |
| 3Y | -68.0% | +84.0% | -152.0% | -75.7% |
| 5Y | -97.4% | -35.4% | -62.0% | -97.6% |
| All | -26.5% | +1,024.2% | -1,050.7% | -47.9% |
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