-96.5%
PLUG vs INDA
+8.0%
-104.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +5.1% |
| 7D | +5.8% | +6.6% | -0.8% | -2.8% |
| 30D | -18.5% | +10.4% | -28.9% | -28.8% |
| 3M | -30.0% | +1.5% | -31.5% | -31.3% |
| 6M | -56.2% | +1.7% | -57.9% | -57.3% |
| YTD | -26.4% | -5.8% | -20.5% | -20.6% |
| 1Y | -42.2% | -5.1% | -37.1% | -38.8% |
| 3Y | -76.8% | +16.0% | -92.8% | -83.8% |
| All | -96.5% | +8.0% | -104.5% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling