-91.9%
PLUG vs CP
+32.0%
-123.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | -0.9% | -2.7% | +1.8% | +1.7% |
| 30D | +3.3% | +0.2% | +3.2% | +3.3% |
| 3M | -39.7% | +2.6% | -42.3% | -41.8% |
| 6M | -12.5% | +6.0% | -18.5% | -19.3% |
| YTD | +10.2% | +24.9% | -14.8% | -16.3% |
| 1Y | +50.7% | +20.1% | +30.6% | +20.3% |
| 3Y | -74.5% | +16.4% | -90.9% | -78.7% |
| All | -91.9% | +32.0% | -123.9% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling