-71.3%
PLUG vs AS
+133.7%
-205.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.3% | -6.8% |
| 7D | -4.9% | +7.1% | -12.0% | -7.0% |
| 30D | -27.4% | +12.8% | -40.2% | -30.3% |
| 3M | -35.7% | -14.7% | -21.0% | -32.7% |
| 6M | -59.3% | -9.9% | -49.4% | -58.6% |
| YTD | -31.5% | -16.1% | -15.3% | -28.9% |
| 1Y | -48.9% | +0.2% | -49.0% | -50.4% |
| All | -71.3% | +133.7% | -205.0% | -79.9% |
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