-74.6%
PLUG vs COMP
+215.9%
-290.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | +3.3% | -13.3% | +16.7% | +8.2% |
| 3M | -39.7% | +41.1% | -80.8% | -47.2% |
| 6M | -12.5% | +17.2% | -29.7% | -20.1% |
| YTD | +10.2% | +5.2% | +4.9% | +2.8% |
| 1Y | +50.7% | +18.9% | +31.8% | +30.3% |
| All | -74.6% | +215.9% | -290.6% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling