+55.9%
PLUG vs CHD
+124.1%
-68.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.2% | +4.2% |
| 7D | +8.1% | -2.9% | +11.0% | +8.3% |
| 30D | +3.7% | -6.2% | +9.9% | +4.0% |
| 3M | -29.2% | +1.6% | -30.7% | -29.3% |
| 6M | +6.1% | -3.5% | +9.6% | +6.2% |
| YTD | +14.7% | +16.2% | -1.5% | +12.9% |
| 1Y | +56.9% | +3.4% | +53.6% | +55.9% |
| 3Y | -71.6% | +4.6% | -76.2% | -72.2% |
| 5Y | -91.0% | +21.1% | -112.2% | -91.6% |
| 10Y | +55.9% | +126.5% | -70.7% | +48.0% |
| All | +55.9% | +124.1% | -68.3% | +48.0% |
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