-98.6%
PLUG vs CLX
+383.7%
-482.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | -0.9% | -9.2% | +8.3% | +1.8% |
| 30D | +3.3% | -11.0% | +14.4% | +6.7% |
| 3M | -39.7% | +5.0% | -44.8% | -41.2% |
| 6M | -12.5% | -18.8% | +6.3% | -8.3% |
| YTD | +10.2% | -4.4% | +14.6% | +8.9% |
| 1Y | +50.7% | -21.9% | +72.5% | +58.2% |
| 3Y | -74.5% | -32.8% | -41.7% | -72.4% |
| 5Y | -91.8% | -34.6% | -57.2% | -91.3% |
| 10Y | +43.7% | -4.7% | +48.4% | +20.7% |
| All | -98.6% | +383.7% | -482.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling