-94.3%
PLUG vs CAPR
-99.1%
+4.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.6% | +2.8% |
| 7D | -0.9% | -2.0% | +1.1% | -0.9% |
| 30D | +3.3% | +139.2% | -135.9% | +0.3% |
| 3M | -39.7% | -66.4% | +26.6% | -39.0% |
| 6M | -12.5% | -63.1% | +50.6% | -11.9% |
| YTD | +10.2% | -67.4% | +77.6% | +11.2% |
| 1Y | +50.7% | +58.2% | -7.6% | +35.8% |
| 3Y | -74.5% | +42.2% | -116.7% | -77.7% |
| 5Y | -91.8% | +87.3% | -179.0% | -93.0% |
| 10Y | +43.7% | -75.3% | +119.0% | +17.6% |
| All | -94.3% | -99.1% | +4.8% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling