-64.3%
PLUG vs INVH
-6.1%
-58.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.9% | -8.0% | -8.4% |
| 7D | -8.1% | -3.3% | -4.8% | -6.7% |
| 30D | -20.5% | +0.2% | -20.7% | -20.8% |
| 3M | -45.9% | -9.5% | -36.3% | -43.3% |
| 6M | -65.2% | -4.3% | -60.8% | -65.1% |
| YTD | -37.1% | -1.9% | -35.1% | -38.5% |
| 1Y | -54.6% | -4.7% | -49.9% | -54.6% |
| All | -64.3% | -6.1% | -58.2% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling