-89.2%
PLUG vs AUR
-36.6%
-52.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.9% | +8.7% | -9.7% | -4.2% |
| 30D | +3.3% | -5.2% | +8.6% | +4.9% |
| 3M | -39.7% | -7.3% | -32.4% | -38.5% |
| 6M | -12.5% | +41.2% | -53.7% | -25.0% |
| YTD | +10.2% | +65.1% | -55.0% | -11.0% |
| 1Y | +50.7% | +13.4% | +37.3% | +39.0% |
| 3Y | -74.5% | +98.1% | -172.6% | -85.6% |
| 5Y | -91.8% | -36.0% | -55.8% | -94.1% |
| All | -89.2% | -36.6% | -52.6% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling