-17.9%
PLUG vs CDW
+315.4%
-333.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.7% | -8.7% |
| 7D | -8.1% | +9.1% | -17.2% | -13.4% |
| 30D | -20.5% | +13.7% | -34.2% | -27.4% |
| 3M | -45.9% | +27.0% | -72.9% | -54.8% |
| 6M | -65.2% | +75.9% | -141.0% | -77.9% |
| YTD | -37.1% | +28.9% | -65.9% | -52.3% |
| 1Y | -54.6% | +19.6% | -74.2% | -63.4% |
| 3Y | -64.9% | -14.6% | -50.3% | -64.3% |
| 5Y | -97.1% | -3.2% | -94.0% | -97.3% |
| All | -17.9% | +315.4% | -333.3% | -63.3% |
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