-91.9%
PLUG vs CDW
-19.1%
-72.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.5% |
| 7D | -0.9% | +3.2% | -4.1% | -3.1% |
| 30D | +3.3% | +9.3% | -6.0% | -3.3% |
| 3M | -39.7% | +9.8% | -49.5% | -45.1% |
| 6M | -12.5% | +23.3% | -35.8% | -31.5% |
| YTD | +10.2% | +13.7% | -3.5% | -8.7% |
| 1Y | +50.7% | -6.5% | +57.2% | +50.5% |
| 3Y | -74.5% | -25.2% | -49.3% | -70.4% |
| All | -91.9% | -19.1% | -72.8% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling