-42.2%
PLUG vs CLX
-3.5%
-38.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.4% |
| 7D | +5.8% | +13.6% | -7.8% | +7.7% |
| 30D | -18.5% | +23.4% | -41.9% | -15.8% |
| 3M | -30.0% | -2.8% | -27.1% | -31.7% |
| 6M | -56.2% | +14.0% | -70.2% | -54.8% |
| YTD | -26.4% | +4.2% | -30.6% | -38.8% |
| 1Y | -42.2% | -1.2% | -41.1% | -48.4% |
| All | -42.2% | -3.5% | -38.7% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling