+1.1%
PLUG vs CDW
+329.6%
-328.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.9% | -11.9% | -10.9% |
| 7D | -3.2% | +13.1% | -16.3% | -11.2% |
| 30D | -18.7% | +19.1% | -37.9% | -28.3% |
| 3M | -35.3% | +24.7% | -60.0% | -45.4% |
| 6M | -56.2% | +63.4% | -119.6% | -70.9% |
| YTD | -30.7% | +26.3% | -57.0% | -46.9% |
| 1Y | -46.7% | +20.6% | -67.3% | -57.4% |
| 3Y | -61.3% | -16.3% | -45.0% | -60.2% |
| 5Y | -96.6% | -3.9% | -92.7% | -96.8% |
| 10Y | +1.1% | +331.5% | -330.4% | -62.4% |
| All | +1.1% | +329.6% | -328.5% | -62.4% |
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