-41.4%
PLUG vs CAPR
+64.2%
-105.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.4% | -6.0% | +3.3% |
| 7D | +14.5% | +36.0% | -21.5% | +13.9% |
| 30D | -10.7% | +25.8% | -36.5% | -11.1% |
| 3M | -31.2% | +140.8% | -172.0% | -32.2% |
| 6M | -51.9% | -67.6% | +15.7% | -51.6% |
| YTD | -23.9% | -65.9% | +42.0% | -23.6% |
| All | -41.4% | +64.2% | -105.6% | -44.8% |
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