-18.2%
PLUG vs INDA
+115.8%
-134.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.1% |
| 7D | -8.5% | +3.1% | -11.6% | -11.0% |
| 30D | -20.8% | +9.1% | -30.0% | -27.1% |
| 3M | -46.1% | +3.2% | -49.3% | -47.6% |
| 6M | -65.3% | +8.5% | -73.8% | -67.8% |
| YTD | -37.3% | -4.6% | -32.7% | -34.8% |
| 1Y | -54.8% | -5.5% | -49.2% | -52.7% |
| 3Y | -65.0% | +16.7% | -81.7% | -70.1% |
| 5Y | -97.1% | +9.0% | -106.1% | -97.3% |
| All | -18.2% | +115.8% | -134.0% | -46.9% |
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