+106.9%
PLUG vs INVH
+75.5%
+31.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.3% |
| 7D | 0.0% | -3.1% | +3.1% | +2.2% |
| 30D | -5.0% | -7.5% | +2.5% | +0.1% |
| 3M | -26.2% | -6.3% | -19.9% | -23.6% |
| 6M | -0.5% | +9.4% | -9.9% | -8.7% |
| YTD | +7.1% | +1.4% | +5.7% | +3.3% |
| 1Y | +46.5% | -4.1% | +50.6% | +46.6% |
| 3Y | -73.5% | -9.2% | -64.3% | -72.7% |
| 5Y | -91.3% | -19.6% | -71.6% | -90.1% |
| All | +106.9% | +75.5% | +31.4% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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