+20.0%
PLUG vs CHD
+181.4%
-161.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +3.4% |
| 7D | +14.5% | +0.8% | +13.7% | +14.5% |
| 30D | -10.7% | +13.5% | -24.2% | -11.2% |
| 3M | -31.2% | +8.1% | -39.3% | -31.4% |
| 6M | -51.9% | +19.9% | -71.8% | -52.4% |
| YTD | -23.9% | +34.0% | -57.9% | -25.5% |
| 1Y | -43.4% | +29.8% | -73.2% | -44.5% |
| 3Y | -74.7% | +28.7% | -103.4% | -75.6% |
| 5Y | -96.3% | +31.8% | -128.1% | -96.5% |
| 10Y | +20.0% | +178.2% | -158.2% | +12.8% |
| All | +20.0% | +181.4% | -161.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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