-17.9%
PLUG vs CBOE
+514.1%
-531.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -8.1% | +4.5% | -12.6% | -8.7% |
| 30D | -20.5% | +26.2% | -46.7% | -23.2% |
| 3M | -45.9% | +27.1% | -73.0% | -47.8% |
| 6M | -65.2% | +4.2% | -69.4% | -65.4% |
| YTD | -37.1% | +48.0% | -85.1% | -41.5% |
| 1Y | -54.6% | +42.4% | -97.0% | -57.5% |
| 3Y | -64.9% | +116.8% | -181.7% | -71.6% |
| 5Y | -97.1% | +199.0% | -296.2% | -98.0% |
| All | -17.9% | +514.1% | -531.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling