-7.5%
PLUG vs CDW
+338.4%
-345.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -2.1% |
| 7D | -6.8% | +2.6% | -9.4% | -8.5% |
| 30D | -16.0% | +20.4% | -36.4% | -26.4% |
| 3M | -38.7% | +28.5% | -67.2% | -49.2% |
| 6M | -61.4% | +70.6% | -132.0% | -74.9% |
| YTD | -31.0% | +29.1% | -60.1% | -47.7% |
| 1Y | -46.2% | +23.8% | -70.0% | -57.8% |
| 3Y | -61.5% | -14.5% | -47.0% | -60.9% |
| 5Y | -96.9% | -1.6% | -95.3% | -97.1% |
| 10Y | -7.5% | +322.0% | -329.5% | -60.9% |
| All | -7.5% | +338.4% | -345.9% | -60.9% |
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