-82.0%
PLUG vs BOXX
+18.4%
-100.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -5.0% | +0.3% | -5.2% | -4.8% |
| 3M | -26.2% | +1.0% | -27.2% | -26.1% |
| 6M | -0.5% | +1.9% | -2.4% | -2.1% |
| YTD | +7.1% | +2.6% | +4.5% | +3.7% |
| 1Y | +46.5% | +4.0% | +42.5% | +38.6% |
| 3Y | -73.5% | +14.6% | -88.1% | -73.6% |
| All | -82.0% | +18.4% | -100.4% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling