+15.1%
PLUG vs CRL
+386.8%
-371.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.8% | -0.4% | +2.6% |
| 7D | +5.8% | -6.1% | +11.9% | +9.8% |
| 30D | -18.5% | +12.4% | -30.9% | -24.7% |
| 3M | -30.0% | +27.1% | -57.1% | -40.4% |
| 6M | -56.2% | +85.7% | -141.9% | -71.9% |
| YTD | -26.4% | +69.2% | -95.6% | -51.2% |
| 1Y | -42.2% | +97.5% | -139.7% | -65.8% |
| 3Y | -76.8% | +86.1% | -162.9% | -87.2% |
| 5Y | -96.2% | -10.0% | -86.2% | -96.5% |
| All | +15.1% | +386.8% | -371.7% | -56.3% |
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