-96.5%
PLUG vs COMP
-28.0%
-68.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.2% | +0.6% | -4.6% |
| 7D | -4.9% | -1.8% | -3.1% | -4.4% |
| 30D | -27.4% | -0.8% | -26.7% | -27.5% |
| 3M | -35.7% | -28.1% | -7.6% | -28.1% |
| 6M | -59.3% | +27.0% | -86.3% | -64.5% |
| YTD | -31.5% | -12.8% | -18.7% | -33.0% |
| 1Y | -48.9% | +4.9% | -53.8% | -53.7% |
| 3Y | -79.6% | +321.0% | -400.6% | -90.8% |
| 5Y | -96.5% | -25.6% | -70.9% | -97.0% |
| All | -96.5% | -28.0% | -68.5% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling