-14.9%
PLUG vs CHWY
-42.4%
+27.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.8% | +6.8% | +0.4% |
| 7D | +3.8% | -14.1% | +18.0% | +10.1% |
| 30D | +2.8% | -8.1% | +11.0% | +5.9% |
| 3M | -25.4% | +1.7% | -27.1% | -27.3% |
| 6M | -0.5% | -20.7% | +20.2% | +6.1% |
| YTD | +10.2% | -37.2% | +47.4% | +28.8% |
| 1Y | +53.9% | -50.7% | +104.6% | +93.4% |
| 3Y | -72.7% | -9.7% | -63.0% | -76.8% |
| 5Y | -91.4% | -72.9% | -18.5% | -88.6% |
| All | -14.9% | -42.4% | +27.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded CHWY 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling