-33.3%
PLUG vs INDA
+122.4%
-155.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -7.2% | +3.1% | -10.3% | -9.1% |
| 30D | -16.4% | +11.3% | -27.6% | -22.3% |
| 3M | -39.0% | +3.0% | -42.0% | -40.1% |
| 6M | -61.5% | +6.5% | -68.1% | -63.1% |
| YTD | -31.2% | -4.6% | -26.7% | -29.2% |
| 1Y | -46.4% | -5.8% | -40.7% | -44.5% |
| 3Y | -61.6% | +16.8% | -78.4% | -65.4% |
| 5Y | -96.9% | +10.4% | -107.3% | -97.0% |
| 10Y | -7.8% | +116.8% | -124.6% | -34.3% |
| All | -33.3% | +122.4% | -155.6% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling