-48.9%
PLUG vs COMP
+11.9%
-60.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.2% | +0.6% | -6.1% |
| 7D | -4.9% | -1.8% | -3.1% | -4.6% |
| 30D | -27.4% | -0.8% | -26.7% | -27.3% |
| 3M | -35.7% | -28.1% | -7.6% | -32.7% |
| 6M | -59.3% | +27.0% | -86.3% | -60.6% |
| YTD | -31.5% | -12.8% | -18.7% | -31.0% |
| 1Y | -48.9% | +4.9% | -53.8% | -50.7% |
| All | -48.9% | +11.9% | -60.8% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling