+15.1%
PLUG vs CAPR
-68.5%
+83.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.7% | +2.8% | +7.2% |
| 7D | +5.8% | +41.1% | -35.2% | +4.5% |
| 30D | -18.5% | +11.1% | -29.7% | -18.9% |
| 3M | -30.0% | +115.3% | -145.3% | -32.4% |
| 6M | -56.2% | -73.8% | +17.6% | -55.3% |
| YTD | -26.4% | -68.8% | +42.4% | -25.5% |
| 1Y | -42.2% | +43.3% | -85.5% | -49.2% |
| 3Y | -76.8% | +214.7% | -291.5% | -81.4% |
| 5Y | -96.2% | +141.3% | -237.5% | -97.0% |
| All | +15.1% | -68.5% | +83.6% | -12.5% |
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