-69.1%
PLUG vs AS
+134.9%
-204.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.3% |
| 7D | +5.8% | +6.9% | -1.1% | +3.6% |
| 30D | -18.5% | +16.0% | -34.5% | -22.4% |
| 3M | -30.0% | -12.8% | -17.1% | -27.2% |
| 6M | -56.2% | -15.4% | -40.8% | -54.3% |
| YTD | -26.4% | -15.7% | -10.7% | -23.8% |
| 1Y | -42.2% | +6.1% | -48.3% | -45.1% |
| All | -69.1% | +134.9% | -204.0% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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