-96.7%
PLUG vs CLX
-26.6%
-70.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.5% | -8.1% | -7.6% |
| 7D | -4.9% | +12.4% | -17.4% | -5.6% |
| 30D | -27.4% | +21.1% | -48.5% | -28.3% |
| 3M | -35.7% | -3.3% | -32.4% | -35.8% |
| 6M | -59.3% | +18.8% | -78.2% | -60.0% |
| YTD | -31.5% | +3.9% | -35.4% | -32.8% |
| 1Y | -48.9% | -3.8% | -45.1% | -49.3% |
| 3Y | -79.6% | -10.5% | -69.1% | -80.0% |
| All | -96.7% | -26.6% | -70.1% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling