-74.6%
PLUG vs CLX
-32.8%
-41.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.8% |
| 7D | -0.9% | -9.2% | +8.3% | -1.1% |
| 30D | +3.3% | -11.0% | +14.4% | +3.1% |
| 3M | -39.7% | +5.0% | -44.8% | -39.8% |
| 6M | -12.5% | -18.8% | +6.3% | -11.0% |
| YTD | +10.2% | -4.4% | +14.6% | +7.3% |
| 1Y | +50.7% | -21.9% | +72.5% | +52.3% |
| All | -74.6% | -32.8% | -41.8% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling