-19.3%
PLUG vs CYCU
-99.9%
+80.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | -22.8% | -31.5% | +8.8% | -22.1% |
| 3M | -32.4% | -62.0% | +29.6% | -31.3% |
| 6M | -53.4% | -67.4% | +14.1% | -55.4% |
| YTD | -25.9% | -88.6% | +62.7% | -28.1% |
| 1Y | -42.1% | -88.5% | +46.4% | -44.5% |
| All | -19.3% | -99.9% | +80.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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