-64.3%
PLUG vs AWK
+29.7%
-94.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.7% |
| 7D | -8.1% | -2.6% | -5.6% | -7.8% |
| 30D | -20.5% | +14.2% | -34.7% | -22.5% |
| 3M | -45.9% | +10.0% | -55.9% | -46.9% |
| 6M | -65.2% | +17.1% | -82.3% | -66.4% |
| YTD | -37.1% | +16.1% | -53.2% | -39.2% |
| 1Y | -54.6% | +17.5% | -72.1% | -56.4% |
| All | -64.3% | +29.7% | -94.0% | -75.4% |
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