+43.7%
PLUG vs CPB
-47.3%
+91.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +2.7% |
| 7D | -0.9% | -8.6% | +7.7% | -1.4% |
| 30D | +3.3% | -7.2% | +10.6% | +2.9% |
| 3M | -39.7% | +0.9% | -40.6% | -39.6% |
| 6M | -12.5% | -11.8% | -0.7% | -12.7% |
| YTD | +10.2% | -19.4% | +29.6% | +9.7% |
| 1Y | +50.7% | -30.4% | +81.1% | +49.8% |
| 3Y | -74.5% | -40.2% | -34.3% | -74.7% |
| 5Y | -91.8% | -39.5% | -52.3% | -91.9% |
| All | +43.7% | -47.3% | +91.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling