-91.9%
PLUG vs AWK
-15.4%
-76.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | -0.9% | +1.7% | -2.6% | -1.8% |
| 30D | +3.3% | +5.6% | -2.2% | 0.0% |
| 3M | -39.7% | +15.9% | -55.6% | -45.4% |
| 6M | -12.5% | +4.6% | -17.1% | -15.7% |
| YTD | +10.2% | +10.1% | +0.1% | +2.3% |
| 1Y | +50.7% | +2.1% | +48.6% | +45.6% |
| 3Y | -74.5% | +9.8% | -84.3% | -78.2% |
| All | -91.9% | -15.4% | -76.5% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling