-91.3%
PLUG vs CHWY
-72.6%
-18.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.4% |
| 7D | 0.0% | -12.0% | +12.0% | +5.1% |
| 30D | -5.0% | -6.2% | +1.2% | -3.0% |
| 3M | -26.2% | +5.5% | -31.7% | -29.2% |
| 6M | -0.5% | -17.8% | +17.3% | +4.7% |
| YTD | +7.1% | -36.2% | +43.3% | +25.0% |
| 1Y | +46.5% | -40.0% | +86.5% | +71.6% |
| 3Y | -73.5% | -8.3% | -65.2% | -78.3% |
| 5Y | -91.3% | -71.9% | -19.4% | -87.9% |
| All | -91.3% | -72.6% | -18.6% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling