-96.5%
PLUG vs CBOE
+179.9%
-276.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.4% |
| 7D | +5.8% | +5.3% | +0.6% | +6.3% |
| 30D | -18.5% | +25.5% | -44.0% | -17.3% |
| 3M | -30.0% | +22.5% | -52.5% | -29.0% |
| 6M | -56.2% | +2.6% | -58.8% | -55.3% |
| YTD | -26.4% | +41.8% | -68.2% | -24.4% |
| 1Y | -42.2% | +40.9% | -83.1% | -40.7% |
| 3Y | -76.8% | +108.7% | -185.6% | -78.6% |
| All | -96.5% | +179.9% | -276.4% | -97.5% |
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