-91.9%
PLUG vs CRL
-35.5%
-56.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.8% |
| 7D | -0.9% | -1.0% | +0.1% | -0.4% |
| 30D | +3.3% | +10.7% | -7.3% | -2.4% |
| 3M | -39.7% | +55.3% | -95.0% | -54.0% |
| 6M | -12.5% | +60.7% | -73.2% | -36.6% |
| YTD | +10.2% | +44.6% | -34.5% | -15.7% |
| 1Y | +50.7% | +77.7% | -27.1% | 0.0% |
| 3Y | -74.5% | +37.6% | -112.1% | -81.4% |
| All | -91.9% | -35.5% | -56.4% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling