-68.0%
PLUG vs CAPR
+239.1%
-307.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.9% | -3.6% | -10.3% |
| 7D | -23.4% | +5.9% | -29.3% | -23.6% |
| 30D | -23.4% | +44.6% | -68.1% | -24.3% |
| 3M | -51.7% | +126.4% | -178.1% | -53.0% |
| 6M | -72.0% | -68.6% | -3.4% | -71.7% |
| YTD | -43.7% | -67.0% | +23.3% | -43.2% |
| 1Y | -55.4% | +65.2% | -120.6% | -59.9% |
| 3Y | -68.0% | +235.6% | -303.6% | -84.6% |
| All | -68.0% | +239.1% | -307.2% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling