+1.5%
PLUG vs CP
+255.2%
-253.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.4% |
| 7D | -2.8% | +2.8% | -5.6% | -5.2% |
| 30D | -18.5% | +11.0% | -29.5% | -25.9% |
| 3M | -35.1% | +3.8% | -38.9% | -37.4% |
| 6M | -56.1% | +9.5% | -65.6% | -60.0% |
| YTD | -30.5% | +28.2% | -58.7% | -46.4% |
| 1Y | -46.5% | +33.0% | -79.4% | -60.1% |
| 3Y | -61.2% | +35.5% | -96.7% | -71.0% |
| 5Y | -96.6% | +25.8% | -122.4% | -97.2% |
| 10Y | +1.5% | +250.7% | -249.2% | -64.6% |
| All | +1.5% | +255.2% | -253.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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