-6.8%
PLUG vs CAPR
-67.6%
+60.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.9% | +1.3% | -8.3% |
| 7D | -2.8% | +7.6% | -10.5% | -3.1% |
| 30D | -18.5% | +13.3% | -31.7% | -18.9% |
| 3M | -35.1% | +130.4% | -165.5% | -37.5% |
| 6M | -56.1% | -70.8% | +14.7% | -55.3% |
| YTD | -30.5% | -69.3% | +38.8% | -29.6% |
| 1Y | -46.5% | +59.5% | -106.0% | -53.3% |
| 3Y | -61.2% | +216.8% | -278.0% | -68.9% |
| 5Y | -96.6% | +152.7% | -249.3% | -97.3% |
| All | -6.8% | -67.6% | +60.8% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling