-95.9%
PLUG vs COMP
-52.8%
-43.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +0.7% |
| 7D | +2.8% | +9.5% | -6.7% | -0.7% |
| 30D | -22.8% | +8.1% | -30.8% | -25.3% |
| 3M | -32.4% | -16.3% | -16.1% | -28.6% |
| 6M | -53.4% | +42.2% | -95.6% | -61.0% |
| YTD | -25.9% | -5.0% | -20.9% | -29.9% |
| 1Y | -42.1% | +20.1% | -62.2% | -50.2% |
| 3Y | -77.9% | +358.4% | -436.4% | -90.3% |
| 5Y | -96.4% | -21.9% | -74.4% | -97.1% |
| All | -95.9% | -52.8% | -43.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling