-42.1%
PLUG vs CAPR
+47.4%
-89.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.7% | +3.4% |
| 7D | +2.8% | +43.2% | -40.4% | +2.2% |
| 30D | -22.8% | +14.7% | -37.4% | -23.0% |
| 3M | -32.4% | +113.9% | -146.3% | -33.3% |
| 6M | -53.4% | -73.4% | +20.0% | -53.0% |
| YTD | -25.9% | -69.1% | +43.2% | -25.5% |
| 1Y | -42.1% | +47.2% | -89.3% | -45.2% |
| All | -42.1% | +47.4% | -89.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling