-71.6%
PLUG vs AUR
+90.4%
-162.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.5% | +3.2% |
| 7D | +8.1% | +19.2% | -11.1% | +1.6% |
| 30D | +3.7% | -7.8% | +11.5% | +6.2% |
| 3M | -29.2% | +4.0% | -33.1% | -30.7% |
| 6M | +6.1% | +45.0% | -38.9% | -8.4% |
| YTD | +14.7% | +69.5% | -54.8% | -6.1% |
| 1Y | +56.9% | +13.0% | +43.9% | +45.8% |
| 3Y | -71.6% | +90.4% | -162.0% | -87.7% |
| All | -71.6% | +90.4% | -162.0% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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