-74.6%
PLUG vs CRL
+38.0%
-112.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.6% |
| 7D | -0.9% | -1.0% | +0.1% | -0.5% |
| 30D | +3.3% | +10.7% | -7.3% | -1.1% |
| 3M | -39.7% | +55.3% | -95.0% | -51.2% |
| 6M | -12.5% | +60.7% | -73.2% | -31.9% |
| YTD | +10.2% | +44.6% | -34.5% | -10.3% |
| 1Y | +50.7% | +77.7% | -27.1% | +8.6% |
| All | -74.6% | +38.0% | -112.6% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling