-74.7%
PLUG vs CRL
+99.4%
-174.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.2% | +1.6% |
| 7D | +14.5% | +4.4% | +10.1% | +12.4% |
| 30D | -10.7% | +17.1% | -27.8% | -16.4% |
| 3M | -31.2% | +32.1% | -63.3% | -38.8% |
| 6M | -51.9% | +98.9% | -150.9% | -65.0% |
| YTD | -23.9% | +77.1% | -101.0% | -42.4% |
| 1Y | -43.4% | +110.3% | -153.7% | -61.0% |
| 3Y | -74.7% | +108.5% | -183.2% | -89.2% |
| All | -74.7% | +99.4% | -174.1% | -89.2% |
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