+15.1%
PLUG vs AVAV
+361.4%
-346.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.5% | -3.1% | +3.3% |
| 7D | +5.8% | -10.6% | +16.4% | +10.3% |
| 30D | -18.5% | -18.8% | +0.3% | -11.9% |
| 3M | -30.0% | -34.1% | +4.2% | -18.2% |
| 6M | -56.2% | -35.3% | -20.9% | -50.1% |
| YTD | -26.4% | -53.4% | +27.0% | -7.9% |
| 1Y | -42.2% | -65.6% | +23.4% | -18.8% |
| 3Y | -76.8% | -5.1% | -71.8% | -80.1% |
| 5Y | -96.2% | +18.5% | -114.7% | -97.2% |
| All | +15.1% | +361.4% | -346.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling