-97.1%
PLUG vs CAPR
+192.6%
-289.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -8.7% | -0.1% | -8.5% |
| 7D | -8.1% | +19.1% | -27.2% | -8.9% |
| 30D | -20.5% | +48.8% | -69.4% | -21.9% |
| 3M | -45.9% | +144.4% | -190.2% | -48.1% |
| 6M | -65.2% | -67.5% | +2.3% | -64.7% |
| YTD | -37.1% | -64.5% | +27.5% | -36.6% |
| 1Y | -54.6% | +74.4% | -129.0% | -61.3% |
| 3Y | -64.9% | +265.7% | -330.6% | -80.4% |
| 5Y | -97.1% | +196.0% | -293.1% | -98.7% |
| All | -97.1% | +192.6% | -289.7% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling