-26.5%
PLUG vs AZO
+334.0%
-360.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.5% |
| 7D | -23.4% | +1.3% | -24.8% | -23.7% |
| 30D | -23.4% | +12.0% | -35.4% | -26.1% |
| 3M | -51.7% | +7.2% | -59.0% | -52.9% |
| 6M | -72.0% | -3.2% | -68.8% | -72.1% |
| YTD | -43.7% | -3.9% | -39.8% | -44.6% |
| 1Y | -55.4% | -14.7% | -40.8% | -54.4% |
| 3Y | -68.0% | +20.4% | -88.4% | -72.9% |
| 5Y | -97.4% | +72.8% | -170.2% | -98.2% |
| All | -26.5% | +334.0% | -360.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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