-97.3%
PLUG vs CPB
-33.2%
-64.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.2% | -13.7% | -10.0% |
| 7D | -23.4% | -1.6% | -21.9% | -23.6% |
| 30D | -23.4% | +19.2% | -42.7% | -21.5% |
| 3M | -51.7% | -0.9% | -50.8% | -51.7% |
| 6M | -72.0% | +15.2% | -87.2% | -71.3% |
| YTD | -43.7% | -13.1% | -30.6% | -43.7% |
| 1Y | -55.4% | -22.4% | -33.0% | -55.8% |
| 3Y | -68.0% | -35.3% | -32.7% | -68.6% |
| All | -97.3% | -33.2% | -64.1% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling