-91.3%
PLUG vs CGNX
-25.4%
-65.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -3.0% |
| 7D | -3.2% | +3.2% | -6.4% | -5.2% |
| 30D | -8.3% | +6.0% | -14.3% | -12.0% |
| 3M | -25.8% | +3.5% | -29.3% | -28.4% |
| 6M | -5.8% | +26.3% | -32.1% | -21.2% |
| YTD | +6.6% | +79.2% | -72.6% | -36.4% |
| 1Y | +39.1% | +43.8% | -4.7% | -1.9% |
| 3Y | -73.7% | +52.0% | -125.7% | -84.3% |
| All | -91.3% | -25.4% | -65.9% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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