+15.1%
PLUG vs CDW
+303.2%
-288.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.0% |
| 7D | +5.8% | +2.1% | +3.8% | +4.0% |
| 30D | -18.5% | +14.7% | -33.3% | -26.3% |
| 3M | -30.0% | +11.1% | -41.1% | -36.2% |
| 6M | -56.2% | +45.6% | -101.8% | -68.5% |
| YTD | -26.4% | +17.1% | -43.5% | -40.6% |
| 1Y | -42.2% | +13.2% | -55.4% | -51.9% |
| 3Y | -76.8% | -22.2% | -54.6% | -75.2% |
| 5Y | -96.2% | -10.1% | -86.1% | -96.3% |
| All | +15.1% | +303.2% | -288.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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