-42.1%
PLUG vs AWK
+20.7%
-62.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.4% | +3.8% |
| 7D | +2.8% | +7.0% | -4.2% | +3.6% |
| 30D | -22.8% | +17.0% | -39.8% | -21.6% |
| 3M | -32.4% | +12.4% | -44.8% | -31.6% |
| 6M | -53.4% | +19.6% | -72.9% | -52.9% |
| YTD | -25.9% | +17.0% | -42.9% | -22.5% |
| 1Y | -42.1% | +20.0% | -62.1% | -41.4% |
| All | -42.1% | +20.7% | -62.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling