-45.7%
PLUG vs CBOE
+1,045.3%
-1,091.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | -3.6% | +2.7% | -0.2% |
| 30D | +3.3% | +5.1% | -1.7% | +2.0% |
| 3M | -39.7% | +4.6% | -44.3% | -40.9% |
| 6M | -12.5% | -0.3% | -12.2% | -13.7% |
| YTD | +10.2% | +19.8% | -9.6% | +3.8% |
| 1Y | +50.7% | +28.4% | +22.3% | +39.2% |
| 3Y | -74.5% | +104.1% | -178.6% | -80.6% |
| 5Y | -91.8% | +150.9% | -242.7% | -94.2% |
| 10Y | +43.7% | +393.5% | -349.8% | -24.3% |
| All | -45.7% | +1,045.3% | -1,091.1% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling