-53.8%
PLUG vs AS
+120.4%
-174.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.7% | +1.7% |
| 7D | -0.9% | -4.9% | +4.0% | +0.7% |
| 30D | +3.3% | -19.6% | +22.9% | +10.6% |
| 3M | -39.7% | -14.4% | -25.3% | -37.1% |
| 6M | -12.5% | -20.1% | +7.6% | -7.1% |
| YTD | +10.2% | -20.9% | +31.1% | +16.8% |
| 1Y | +50.7% | -21.9% | +72.6% | +58.6% |
| All | -53.8% | +120.4% | -174.2% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling