+15.1%
PLUG vs CLX
+19.4%
-4.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.4% |
| 7D | +5.8% | +13.6% | -7.8% | +5.2% |
| 30D | -18.5% | +23.4% | -41.9% | -19.3% |
| 3M | -30.0% | -2.8% | -27.1% | -30.0% |
| 6M | -56.2% | +14.0% | -70.2% | -56.6% |
| YTD | -26.4% | +4.2% | -30.6% | -27.2% |
| 1Y | -42.2% | -1.2% | -41.1% | -42.6% |
| 3Y | -76.8% | -12.7% | -64.2% | -76.9% |
| 5Y | -96.2% | -26.5% | -69.7% | -96.3% |
| All | +15.1% | +19.4% | -4.3% | +23.3% |
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