-17.9%
PLUG vs AVAV
+327.1%
-345.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -6.0% | -7.7% |
| 7D | -8.1% | +18.4% | -26.5% | -14.1% |
| 30D | -20.5% | -4.9% | -15.6% | -19.3% |
| 3M | -45.9% | -37.7% | -8.2% | -35.5% |
| 6M | -65.2% | -28.4% | -36.7% | -61.9% |
| YTD | -37.1% | -50.0% | +13.0% | -23.4% |
| 1Y | -54.6% | -62.6% | +8.0% | -38.3% |
| 3Y | -64.9% | -0.6% | -64.3% | -70.2% |
| 5Y | -97.1% | +31.9% | -129.1% | -98.0% |
| All | -17.9% | +327.1% | -345.0% | -61.2% |
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