-98.6%
PLUG vs CP
+5,665.0%
-5,763.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -0.9% | -2.7% | +1.8% | +1.0% |
| 30D | +3.3% | +0.2% | +3.2% | +3.3% |
| 3M | -39.7% | +2.6% | -42.3% | -41.2% |
| 6M | -12.5% | +6.0% | -18.5% | -17.1% |
| YTD | +10.2% | +24.9% | -14.8% | -7.9% |
| 1Y | +50.7% | +20.1% | +30.6% | +30.3% |
| 3Y | -74.5% | +16.4% | -90.9% | -76.8% |
| 5Y | -91.8% | +31.7% | -123.5% | -93.0% |
| 10Y | +43.7% | +223.9% | -180.1% | -32.7% |
| All | -98.6% | +5,665.0% | -5,763.7% | -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