-99.1%
PLUG vs CP
+5,854.9%
-5,953.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +1.1% |
| 7D | +2.8% | +5.6% | -2.8% | -1.1% |
| 30D | -22.8% | +10.0% | -32.8% | -28.0% |
| 3M | -32.4% | +4.4% | -36.8% | -34.5% |
| 6M | -53.4% | +14.1% | -67.4% | -57.9% |
| YTD | -25.9% | +29.1% | -54.9% | -39.6% |
| 1Y | -42.1% | +34.6% | -76.6% | -54.0% |
| 3Y | -77.9% | +29.8% | -107.7% | -81.5% |
| 5Y | -96.4% | +28.7% | -125.1% | -96.9% |
| 10Y | +2.8% | +267.3% | -264.5% | -55.7% |
| All | -99.1% | +5,854.9% | -5,953.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling