-11.4%
PLUG vs CHWY
-35.4%
+24.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.8% | +4.8% |
| 7D | +8.1% | -1.9% | +10.0% | +8.9% |
| 30D | +3.7% | -1.1% | +4.8% | +3.8% |
| 3M | -29.2% | +15.5% | -44.6% | -34.3% |
| 6M | +6.1% | -8.5% | +14.6% | +6.9% |
| YTD | +14.7% | -29.6% | +44.3% | +28.3% |
| 1Y | +56.9% | -44.1% | +101.0% | +87.7% |
| 3Y | -71.6% | +1.2% | -72.8% | -76.9% |
| 5Y | -91.0% | -69.4% | -21.7% | -88.7% |
| All | -11.4% | -35.4% | +24.0% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling