-76.8%
PLUG vs CPB
-36.0%
-40.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.3% |
| 7D | +5.8% | +8.0% | -2.1% | +6.6% |
| 30D | -18.5% | +22.4% | -40.9% | -17.1% |
| 3M | -30.0% | +2.5% | -32.5% | -29.7% |
| 6M | -56.2% | +12.2% | -68.4% | -55.7% |
| YTD | -26.4% | -12.8% | -13.6% | -25.6% |
| 1Y | -42.2% | -19.2% | -23.1% | -41.2% |
| 3Y | -76.8% | -35.6% | -41.3% | -77.2% |
| All | -76.8% | -36.0% | -40.9% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling