-99.2%
PLUG vs ARWR
-1.8%
-97.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.8% | -0.7% | -7.4% |
| 7D | -4.9% | -5.0% | +0.1% | -4.8% |
| 30D | -27.4% | -6.6% | -20.8% | -27.3% |
| 3M | -35.7% | -33.9% | -1.8% | -35.2% |
| 6M | -59.3% | -23.3% | -36.0% | -59.1% |
| YTD | -31.5% | -13.5% | -18.0% | -31.3% |
| 1Y | -48.9% | +42.5% | -91.4% | -49.3% |
| 3Y | -79.6% | +104.1% | -183.7% | -80.0% |
| 5Y | -96.5% | -28.8% | -67.7% | -96.5% |
| 10Y | -4.9% | +911.6% | -916.5% | -9.0% |
| All | -99.2% | -1.8% | -97.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling