-96.5%
PLUG vs CP
+24.4%
-120.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +9.0% |
| 7D | +5.8% | +2.8% | +3.1% | +2.8% |
| 30D | -18.5% | +10.2% | -28.8% | -26.5% |
| 3M | -30.0% | +2.4% | -32.3% | -31.9% |
| 6M | -56.2% | +7.7% | -63.9% | -60.1% |
| YTD | -26.4% | +26.0% | -52.4% | -45.2% |
| 1Y | -42.2% | +34.6% | -76.9% | -60.0% |
| 3Y | -76.8% | +26.7% | -103.5% | -82.5% |
| All | -96.5% | +24.4% | -120.8% | -97.2% |
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