+20.0%
PLUG vs INDA
+104.1%
-84.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.5% |
| 7D | +14.5% | +6.1% | +8.4% | +8.6% |
| 30D | -10.7% | +11.7% | -22.4% | -19.4% |
| 3M | -31.2% | +2.1% | -33.3% | -32.4% |
| 6M | -51.9% | +3.2% | -55.1% | -53.3% |
| YTD | -23.9% | -4.9% | -19.0% | -20.7% |
| 1Y | -43.4% | -4.4% | -39.0% | -41.5% |
| 3Y | -74.7% | +17.6% | -92.3% | -78.6% |
| 5Y | -96.3% | +9.9% | -106.2% | -96.6% |
| 10Y | +20.0% | +102.7% | -82.7% | -9.9% |
| All | +20.0% | +104.1% | -84.1% | -9.9% |
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