-96.5%
PLUG vs CAPR
+126.3%
-222.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.6% | -3.9% | -7.4% |
| 7D | -4.9% | +29.7% | -34.6% | -5.9% |
| 30D | -27.4% | +11.0% | -38.4% | -27.8% |
| 3M | -35.7% | +118.8% | -154.5% | -38.1% |
| 6M | -59.3% | -73.9% | +14.6% | -58.4% |
| YTD | -31.5% | -70.2% | +38.7% | -30.5% |
| 1Y | -48.9% | +38.3% | -87.1% | -55.9% |
| 3Y | -79.6% | +199.7% | -279.3% | -88.5% |
| 5Y | -96.5% | +130.6% | -227.0% | -98.3% |
| All | -96.5% | +126.3% | -222.8% | -98.3% |
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 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