-26.5%
PLUG vs CRL
+350.3%
-376.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.8% | -9.7% | -10.0% |
| 7D | -23.4% | +0.1% | -23.6% | -23.4% |
| 30D | -23.4% | +11.9% | -35.4% | -28.9% |
| 3M | -51.7% | +20.2% | -71.9% | -57.4% |
| 6M | -72.0% | +107.5% | -179.5% | -83.1% |
| YTD | -43.7% | +69.4% | -113.1% | -62.7% |
| 1Y | -55.4% | +99.7% | -155.2% | -73.8% |
| 3Y | -68.0% | +98.8% | -166.8% | -83.1% |
| 5Y | -97.4% | -12.4% | -85.0% | -97.6% |
| All | -26.5% | +350.3% | -376.8% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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