-97.3%
PLUG vs CHD
+33.2%
-130.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.4% | -11.9% | -10.4% |
| 7D | -23.4% | +3.6% | -27.1% | -23.2% |
| 30D | -23.4% | +10.4% | -33.9% | -22.8% |
| 3M | -51.7% | +12.2% | -63.9% | -51.2% |
| 6M | -72.0% | +19.9% | -91.9% | -71.6% |
| YTD | -43.7% | +36.4% | -80.1% | -43.1% |
| 1Y | -55.4% | +35.1% | -90.6% | -55.0% |
| 3Y | -68.0% | +29.2% | -97.2% | -68.8% |
| All | -97.3% | +33.2% | -130.6% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling