+15.1%
PLUG vs CP
+253.8%
-238.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.9% |
| 7D | +5.8% | +2.8% | +3.1% | +3.1% |
| 30D | -18.5% | +10.2% | -28.8% | -25.6% |
| 3M | -30.0% | +2.4% | -32.3% | -31.6% |
| 6M | -56.2% | +7.7% | -63.9% | -59.6% |
| YTD | -26.4% | +26.0% | -52.4% | -42.5% |
| 1Y | -42.2% | +34.6% | -76.9% | -57.4% |
| 3Y | -76.8% | +26.7% | -103.5% | -81.4% |
| 5Y | -96.2% | +24.9% | -121.1% | -96.9% |
| All | +15.1% | +253.8% | -238.7% | -59.6% |
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