-68.0%
PLUG vs BOXX
+14.4%
-82.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | 0.0% | -23.4% | -23.4% |
| 30D | -23.4% | +0.4% | -23.8% | -22.7% |
| 3M | -51.7% | +1.0% | -52.7% | -50.1% |
| 6M | -72.0% | +2.0% | -74.0% | -70.0% |
| YTD | -43.7% | +3.4% | -47.1% | -39.2% |
| 1Y | -55.4% | +4.1% | -59.5% | -51.2% |
| 3Y | -68.0% | +14.4% | -82.4% | +60.6% |
| All | -68.0% | +14.4% | -82.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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