-42.2%
PLUG vs CDW
+10.0%
-52.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.6% |
| 7D | +5.8% | +2.1% | +3.8% | +5.5% |
| 30D | -18.5% | +14.7% | -33.3% | -20.2% |
| 3M | -30.0% | +11.1% | -41.1% | -31.3% |
| 6M | -56.2% | +45.6% | -101.8% | -59.5% |
| YTD | -26.4% | +17.1% | -43.5% | -25.2% |
| 1Y | -42.2% | +13.2% | -55.4% | -38.7% |
| All | -42.2% | +10.0% | -52.2% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling