-99.1%
PLUG vs CHD
+3,393.6%
-3,492.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.0% |
| 7D | +5.8% | +2.0% | +3.9% | +5.1% |
| 30D | -18.5% | +13.0% | -31.5% | -21.9% |
| 3M | -30.0% | +6.1% | -36.1% | -31.6% |
| 6M | -56.2% | +15.9% | -72.1% | -58.7% |
| YTD | -26.4% | +31.6% | -58.0% | -33.8% |
| 1Y | -42.2% | +28.5% | -70.7% | -47.7% |
| 3Y | -76.8% | +30.5% | -107.3% | -79.8% |
| 5Y | -96.2% | +30.7% | -126.9% | -96.8% |
| 10Y | +2.1% | +184.2% | -182.1% | -40.7% |
| All | -99.1% | +3,393.6% | -3,492.7% | -99.6% |
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