-96.9%
PLUG vs AZO
+72.3%
-169.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | -6.8% | -2.6% | -4.2% | -6.7% |
| 30D | -16.0% | +11.7% | -27.7% | -16.8% |
| 3M | -38.7% | +6.4% | -45.2% | -39.1% |
| 6M | -61.4% | -5.5% | -55.8% | -61.1% |
| YTD | -31.0% | -4.5% | -26.4% | -31.6% |
| 1Y | -46.2% | -13.8% | -32.4% | -45.6% |
| 3Y | -61.5% | +19.8% | -81.3% | -67.4% |
| 5Y | -96.9% | +71.6% | -168.5% | -98.0% |
| All | -96.9% | +72.3% | -169.2% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling