-96.5%
PLUG vs AVAV
+7.1%
-103.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.8% | +2.3% | -3.6% |
| 7D | -4.9% | -24.3% | +19.4% | +6.1% |
| 30D | -27.4% | -28.9% | +1.5% | -17.0% |
| 3M | -35.7% | -39.3% | +3.5% | -22.1% |
| 6M | -59.3% | -38.8% | -20.6% | -52.5% |
| YTD | -31.5% | -57.8% | +26.3% | -10.2% |
| 1Y | -48.9% | -70.9% | +22.0% | -21.7% |
| 3Y | -79.6% | -14.8% | -64.8% | -82.4% |
| 5Y | -96.5% | +7.3% | -103.8% | -97.5% |
| All | -96.5% | +7.1% | -103.6% | -97.5% |
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