-68.0%
PLUG vs INDA
+16.8%
-84.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -10.3% |
| 7D | -23.4% | +1.1% | -24.5% | -24.2% |
| 30D | -23.4% | +9.4% | -32.8% | -29.2% |
| 3M | -51.7% | +2.9% | -54.7% | -52.9% |
| 6M | -72.0% | +7.2% | -79.2% | -73.5% |
| YTD | -43.7% | -4.8% | -38.8% | -41.2% |
| 1Y | -55.4% | -5.1% | -50.3% | -53.6% |
| 3Y | -68.0% | +16.7% | -84.7% | -89.0% |
| All | -68.0% | +16.8% | -84.8% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling