+65.0%
PLUG vs INDA
+83.3%
-18.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.8% | +5.7% |
| 7D | +8.1% | -1.0% | +9.1% | +9.0% |
| 30D | +3.7% | -2.5% | +6.2% | +6.2% |
| 3M | -29.2% | +4.0% | -33.1% | -31.7% |
| 6M | +6.1% | -1.8% | +7.9% | +7.4% |
| YTD | +14.7% | -9.2% | +23.9% | +24.5% |
| 1Y | +56.9% | -7.2% | +64.1% | +66.5% |
| 3Y | -71.6% | +9.8% | -81.4% | -74.3% |
| 5Y | -91.0% | +7.5% | -98.6% | -91.5% |
| All | +65.0% | +83.3% | -18.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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