+20.0%
PLUG vs AWK
+146.2%
-126.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.2% | +3.8% |
| 7D | +14.5% | +1.2% | +13.3% | +13.6% |
| 30D | -10.7% | +15.8% | -26.5% | -17.6% |
| 3M | -31.2% | +11.0% | -42.2% | -35.2% |
| 6M | -51.9% | +21.0% | -72.9% | -57.2% |
| YTD | -23.9% | +16.7% | -40.6% | -31.3% |
| 1Y | -43.4% | +17.2% | -60.6% | -49.1% |
| 3Y | -74.7% | +29.2% | -103.9% | -79.4% |
| 5Y | -96.3% | -2.3% | -94.0% | -96.5% |
| 10Y | +20.0% | +150.5% | -130.5% | -24.2% |
| All | +20.0% | +146.2% | -126.2% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling