-7.8%
PLUG vs CLX
+29.7%
-37.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -7.2% | +7.8% | -15.0% | -7.6% |
| 30D | -16.4% | +28.5% | -44.9% | -17.4% |
| 3M | -39.0% | +1.3% | -40.3% | -39.2% |
| 6M | -61.5% | +23.4% | -84.9% | -62.0% |
| YTD | -31.2% | +11.4% | -42.6% | -32.3% |
| 1Y | -46.4% | +6.9% | -53.4% | -47.0% |
| 3Y | -61.6% | -9.8% | -51.8% | -61.8% |
| 5Y | -96.9% | -22.7% | -74.2% | -96.9% |
| 10Y | -7.8% | +28.7% | -36.6% | -7.0% |
| All | -7.8% | +29.7% | -37.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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