+15.1%
PLUG vs AWK
+158.1%
-143.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +8.1% |
| 7D | +5.8% | +4.1% | +1.7% | +3.5% |
| 30D | -18.5% | +18.0% | -36.5% | -25.5% |
| 3M | -30.0% | +12.2% | -42.2% | -34.4% |
| 6M | -56.2% | +21.2% | -77.4% | -61.0% |
| YTD | -26.4% | +17.6% | -43.9% | -33.8% |
| 1Y | -42.2% | +19.2% | -61.5% | -48.5% |
| 3Y | -76.8% | +26.7% | -103.6% | -80.9% |
| 5Y | -96.2% | -1.3% | -94.9% | -96.4% |
| All | +15.1% | +158.1% | -143.0% | -27.0% |
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