+43.7%
PLUG vs CP
+220.9%
-177.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -0.9% | -2.7% | +1.8% | +1.4% |
| 30D | +3.3% | +0.2% | +3.2% | +3.3% |
| 3M | -39.7% | +2.6% | -42.3% | -41.6% |
| 6M | -12.5% | +6.0% | -18.5% | -18.4% |
| YTD | +10.2% | +24.9% | -14.8% | -12.6% |
| 1Y | +50.7% | +20.1% | +30.6% | +24.7% |
| 3Y | -74.5% | +16.4% | -90.9% | -77.8% |
| 5Y | -91.8% | +31.7% | -123.5% | -93.5% |
| All | +43.7% | +220.9% | -177.2% | -43.9% |
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