-99.6%
PLUG vs CRL
+1,379.5%
-1,479.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.7% |
| 7D | -0.9% | -1.0% | +0.1% | -0.4% |
| 30D | +3.3% | +10.7% | -7.3% | -2.1% |
| 3M | -39.7% | +55.3% | -95.0% | -53.2% |
| 6M | -12.5% | +60.7% | -73.2% | -35.2% |
| YTD | +10.2% | +44.6% | -34.5% | -14.3% |
| 1Y | +50.7% | +77.7% | -27.1% | +4.3% |
| 3Y | -74.5% | +37.6% | -112.1% | -81.0% |
| 5Y | -91.8% | -35.8% | -56.0% | -90.9% |
| 10Y | +43.7% | +241.7% | -198.0% | -30.1% |
| All | -99.6% | +1,379.5% | -1,479.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling