-99.2%
PLUG vs CP
+5,813.9%
-5,913.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.1% |
| 7D | -4.9% | +6.1% | -11.0% | -8.8% |
| 30D | -27.4% | +9.8% | -37.2% | -32.2% |
| 3M | -35.7% | +2.7% | -38.5% | -37.0% |
| 6M | -59.3% | +12.8% | -72.1% | -63.0% |
| YTD | -31.5% | +28.2% | -59.6% | -43.8% |
| 1Y | -48.9% | +34.1% | -83.0% | -59.3% |
| 3Y | -79.6% | +28.9% | -108.5% | -82.8% |
| 5Y | -96.5% | +27.1% | -123.5% | -96.9% |
| 10Y | -4.9% | +264.8% | -269.7% | -58.8% |
| All | -99.2% | +5,813.9% | -5,913.0% | -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