-81.5%
PLUG vs BOXX
+18.4%
-99.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +3.3% | +0.4% | +3.0% | +3.6% |
| 3M | -39.7% | +1.0% | -40.7% | -39.6% |
| 6M | -12.5% | +2.0% | -14.5% | -14.1% |
| YTD | +10.2% | +2.6% | +7.5% | +6.6% |
| 1Y | +50.7% | +4.1% | +46.6% | +42.2% |
| 3Y | -74.5% | +14.7% | -89.2% | -74.5% |
| All | -81.5% | +18.4% | -99.9% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling