+52.8%
PLUG vs CLX
-4.4%
+57.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | -0.9% | -9.2% | +8.3% | -0.5% |
| 30D | +3.3% | -11.0% | +14.4% | +3.8% |
| 3M | -39.7% | +5.0% | -44.8% | -40.0% |
| 6M | -12.5% | -18.8% | +6.3% | -11.4% |
| YTD | +10.2% | -4.4% | +14.6% | +9.4% |
| 1Y | +50.7% | -21.9% | +72.5% | +52.4% |
| 3Y | -74.5% | -32.8% | -41.7% | -74.2% |
| 5Y | -91.8% | -34.6% | -57.2% | -91.8% |
| All | +52.8% | -4.4% | +57.2% | +63.6% |
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