-91.9%
PLUG vs CLX
-34.6%
-57.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | -0.9% | -9.2% | +8.3% | -0.6% |
| 30D | +3.3% | -11.0% | +14.4% | +3.7% |
| 3M | -39.7% | +5.0% | -44.8% | -40.0% |
| 6M | -12.5% | -18.8% | +6.3% | -11.1% |
| YTD | +10.2% | -4.4% | +14.6% | +8.8% |
| 1Y | +50.7% | -21.9% | +72.5% | +52.8% |
| 3Y | -74.5% | -32.8% | -41.7% | -74.4% |
| All | -91.9% | -34.6% | -57.3% | -92.3% |
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 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