-61.2%
PLUG vs AVAV
+1.7%
-62.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.7% | -5.9% | -7.7% |
| 7D | -2.8% | 0.0% | -2.8% | -3.2% |
| 30D | -18.5% | -9.9% | -8.5% | -15.9% |
| 3M | -35.1% | -34.7% | -0.4% | -25.7% |
| 6M | -56.1% | -26.6% | -29.5% | -52.8% |
| YTD | -30.5% | -48.9% | +18.5% | -17.7% |
| 1Y | -46.5% | -63.0% | +16.5% | -29.5% |
| 3Y | -61.2% | +1.6% | -62.8% | -62.0% |
| All | -61.2% | +1.7% | -62.9% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling