-96.5%
PLUG vs CHD
+30.9%
-127.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +7.2% |
| 7D | +5.8% | +2.0% | +3.9% | +6.0% |
| 30D | -18.5% | +13.0% | -31.5% | -17.7% |
| 3M | -30.0% | +6.1% | -36.1% | -29.5% |
| 6M | -56.2% | +15.9% | -72.1% | -55.7% |
| YTD | -26.4% | +31.6% | -58.0% | -25.8% |
| 1Y | -42.2% | +28.5% | -70.7% | -41.8% |
| 3Y | -76.8% | +30.5% | -107.3% | -77.7% |
| All | -96.5% | +30.9% | -127.4% | -96.9% |
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