-74.7%
PLUG vs CDW
-18.4%
-56.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.8% | -1.4% | +1.5% |
| 7D | +14.5% | +9.3% | +5.2% | +10.3% |
| 30D | -10.7% | +15.8% | -26.5% | -16.1% |
| 3M | -31.2% | +21.8% | -53.0% | -37.2% |
| 6M | -51.9% | +58.8% | -110.7% | -62.8% |
| YTD | -23.9% | +22.8% | -46.6% | -34.0% |
| 1Y | -43.4% | +17.9% | -61.3% | -49.2% |
| 3Y | -74.7% | -17.4% | -57.3% | -72.6% |
| All | -74.7% | -18.4% | -56.3% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling