-76.8%
PLUG vs AWK
+24.3%
-101.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +7.6% |
| 7D | +5.8% | +4.1% | +1.7% | +5.0% |
| 30D | -18.5% | +18.0% | -36.5% | -21.4% |
| 3M | -30.0% | +12.2% | -42.2% | -31.7% |
| 6M | -56.2% | +21.2% | -77.4% | -58.3% |
| YTD | -26.4% | +17.6% | -43.9% | -29.3% |
| 1Y | -42.2% | +19.2% | -61.5% | -44.9% |
| 3Y | -76.8% | +26.7% | -103.6% | -82.4% |
| All | -76.8% | +24.3% | -101.1% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling