+58.4%
PLUG vs CBOE
+385.3%
-327.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | +2.8% | +2.7% | +0.2% | +2.3% |
| 3M | -25.4% | +0.7% | -26.1% | -26.0% |
| 6M | -0.5% | -2.0% | +1.5% | -1.0% |
| YTD | +10.2% | +17.1% | -7.0% | +5.9% |
| 1Y | +53.9% | +26.5% | +27.4% | +45.5% |
| 3Y | -72.7% | +96.1% | -168.9% | -78.4% |
| 5Y | -91.4% | +149.3% | -240.7% | -93.8% |
| 10Y | +58.4% | +386.5% | -328.1% | -7.3% |
| All | +58.4% | +385.3% | -327.0% | -7.3% |
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