-53.4%
PLUG vs CP
+10.4%
-63.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +2.8% |
| 7D | +2.8% | +5.6% | -2.8% | +1.8% |
| 30D | -22.8% | +10.0% | -32.8% | -24.4% |
| 3M | -32.4% | +4.4% | -36.8% | -32.6% |
| 6M | -53.4% | +14.1% | -67.4% | -53.5% |
| All | -53.4% | +10.4% | -63.7% | -53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling