-64.4%
PLUG vs CLX
-7.5%
-56.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.4% | -9.2% |
| 7D | -8.5% | +8.5% | -17.0% | -8.3% |
| 30D | -20.8% | +30.0% | -50.8% | -20.1% |
| 3M | -46.1% | +3.8% | -49.9% | -46.5% |
| 6M | -65.3% | +24.6% | -89.9% | -65.0% |
| YTD | -37.3% | +12.8% | -50.1% | -38.8% |
| 1Y | -54.8% | +8.6% | -63.4% | -55.6% |
| All | -64.4% | -7.5% | -56.9% | -72.9% |
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