-68.9%
PLUG vs AS
+139.2%
-208.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.9% |
| 7D | +2.8% | +13.8% | -11.0% | -1.4% |
| 30D | -22.8% | +16.7% | -39.4% | -26.6% |
| 3M | -32.4% | -11.5% | -20.9% | -30.1% |
| 6M | -53.4% | -5.5% | -47.8% | -53.2% |
| YTD | -25.9% | -14.2% | -11.7% | -23.7% |
| 1Y | -42.1% | +2.1% | -44.1% | -44.2% |
| All | -68.9% | +139.2% | -208.1% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling