-97.1%
PLUG vs AWK
-3.7%
-93.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.4% |
| 7D | -8.1% | -2.6% | -5.6% | -6.9% |
| 30D | -20.5% | +14.2% | -34.7% | -26.9% |
| 3M | -45.9% | +10.0% | -55.9% | -49.2% |
| 6M | -65.2% | +17.1% | -82.3% | -69.0% |
| YTD | -37.1% | +16.1% | -53.2% | -44.0% |
| 1Y | -54.6% | +17.5% | -72.1% | -60.1% |
| 3Y | -64.9% | +29.3% | -94.2% | -74.7% |
| 5Y | -97.1% | -3.5% | -93.6% | -97.5% |
| All | -97.1% | -3.7% | -93.4% | -97.5% |
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