-65.9%
PLUG vs CBOE
+1,300.3%
-1,366.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +3.4% | -12.4% | -9.7% |
| 7D | -3.2% | +6.0% | -9.2% | -4.4% |
| 30D | -18.7% | +19.9% | -38.7% | -22.1% |
| 3M | -35.3% | +28.4% | -63.7% | -39.1% |
| 6M | -56.2% | +5.2% | -61.4% | -57.3% |
| YTD | -30.7% | +46.4% | -77.1% | -37.8% |
| 1Y | -46.7% | +41.8% | -88.5% | -51.7% |
| 3Y | -61.3% | +114.4% | -175.8% | -70.3% |
| 5Y | -96.6% | +202.9% | -299.5% | -97.7% |
| 10Y | +1.1% | +511.3% | -510.2% | -49.5% |
| All | -65.9% | +1,300.3% | -1,366.2% | -88.1% |
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