-17.9%
PLUG vs CPB
-40.8%
+22.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.7% | -8.9% |
| 7D | -8.1% | -5.8% | -2.3% | -8.5% |
| 30D | -20.5% | +16.5% | -37.0% | -19.8% |
| 3M | -45.9% | -1.1% | -44.8% | -45.8% |
| 6M | -65.2% | +11.5% | -76.6% | -64.9% |
| YTD | -37.1% | -15.7% | -21.3% | -37.1% |
| 1Y | -54.6% | -24.7% | -29.9% | -54.7% |
| 3Y | -64.9% | -37.3% | -27.6% | -65.1% |
| 5Y | -97.1% | -35.0% | -62.1% | -97.1% |
| All | -17.9% | -40.8% | +22.9% | -22.9% |
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