-95.9%
PLUG vs COMP
-52.0%
-43.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.7% | -3.3% | +3.5% |
| 7D | +5.8% | +13.4% | -7.6% | +0.9% |
| 30D | -18.5% | +11.1% | -29.6% | -22.0% |
| 3M | -30.0% | -18.8% | -11.1% | -25.0% |
| 6M | -56.2% | +10.5% | -66.7% | -59.0% |
| YTD | -26.4% | -3.4% | -23.0% | -30.8% |
| 1Y | -42.2% | +19.7% | -61.9% | -50.3% |
| 3Y | -76.8% | +381.6% | -458.4% | -90.0% |
| 5Y | -96.2% | -17.6% | -78.6% | -97.0% |
| All | -95.9% | -52.0% | -43.9% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling