-98.6%
PLUG vs CHD
+3,049.2%
-3,147.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | -2.7% | +1.8% | -0.1% |
| 30D | +3.3% | -4.6% | +8.0% | +4.8% |
| 3M | -39.7% | +5.0% | -44.7% | -41.2% |
| 6M | -12.5% | -3.2% | -9.3% | -12.4% |
| YTD | +10.2% | +18.6% | -8.5% | +2.7% |
| 1Y | +50.7% | +4.8% | +45.9% | +45.7% |
| 3Y | -74.5% | +6.1% | -80.6% | -76.1% |
| 5Y | -91.8% | +24.0% | -115.7% | -92.9% |
| 10Y | +43.7% | +124.5% | -80.7% | -8.4% |
| All | -98.6% | +3,049.2% | -3,147.8% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling