-17.6%
PLUG vs CHWY
-43.2%
+25.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.7% |
| 7D | -3.2% | -13.6% | +10.4% | +2.4% |
| 30D | -8.3% | -8.5% | +0.2% | -5.4% |
| 3M | -25.8% | +8.9% | -34.7% | -29.6% |
| 6M | -5.8% | -20.5% | +14.6% | +0.2% |
| YTD | +6.6% | -38.2% | +44.8% | +25.3% |
| 1Y | +39.1% | -43.3% | +82.3% | +65.9% |
| 3Y | -73.7% | -8.5% | -65.2% | -77.8% |
| 5Y | -91.3% | -72.7% | -18.6% | -88.5% |
| All | -17.6% | -43.2% | +25.6% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling