-91.0%
PLUG vs CBOE
+151.5%
-242.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.1% |
| 7D | +8.1% | -4.6% | +12.8% | +7.9% |
| 30D | +3.7% | +2.6% | +1.0% | +3.9% |
| 3M | -29.2% | +4.9% | -34.1% | -28.9% |
| 6M | +6.1% | -2.2% | +8.3% | +6.6% |
| YTD | +14.7% | +17.7% | -3.0% | +16.4% |
| 1Y | +56.9% | +26.1% | +30.9% | +59.8% |
| 3Y | -71.6% | +97.1% | -168.7% | -76.1% |
| 5Y | -91.0% | +149.2% | -240.2% | -93.8% |
| All | -91.0% | +151.5% | -242.6% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling