+6.9%
PLUG vs INDA
+115.1%
-108.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.4% |
| 30D | +3.3% | -0.8% | +4.1% | +4.0% |
| 3M | -39.7% | +3.9% | -43.7% | -41.2% |
| 6M | -12.5% | -0.7% | -11.8% | -12.2% |
| YTD | +10.2% | -7.7% | +17.8% | +16.0% |
| 1Y | +50.7% | -5.1% | +55.8% | +55.5% |
| 3Y | -74.5% | +13.6% | -88.1% | -76.7% |
| 5Y | -91.8% | +7.8% | -99.6% | -92.0% |
| 10Y | +43.7% | +84.6% | -40.9% | +8.3% |
| All | +6.9% | +115.1% | -108.2% | -23.9% |
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 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