-96.6%
PLUG vs AVAV
+32.4%
-129.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.7% | -6.3% | -7.9% |
| 7D | -3.2% | 0.0% | -3.2% | -3.7% |
| 30D | -18.7% | -9.9% | -8.8% | -15.7% |
| 3M | -35.3% | -34.7% | -0.6% | -23.9% |
| 6M | -56.2% | -26.6% | -29.6% | -52.6% |
| YTD | -30.7% | -48.9% | +18.2% | -16.0% |
| 1Y | -46.7% | -63.0% | +16.3% | -26.1% |
| 3Y | -61.3% | +1.6% | -62.9% | -68.9% |
| 5Y | -96.6% | +34.5% | -131.1% | -98.3% |
| All | -96.6% | +32.4% | -129.0% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling