-91.4%
PLUG vs INVH
-20.4%
-71.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -3.9% |
| 7D | +3.8% | -2.3% | +6.1% | +5.8% |
| 30D | +2.8% | -5.7% | +8.6% | +7.8% |
| 3M | -25.4% | -4.5% | -21.0% | -23.5% |
| 6M | -0.5% | +11.0% | -11.4% | -12.2% |
| YTD | +10.2% | +3.7% | +6.5% | +2.6% |
| 1Y | +53.9% | -2.8% | +56.7% | +52.0% |
| 3Y | -72.7% | -7.1% | -65.6% | -72.9% |
| 5Y | -91.4% | -19.4% | -72.0% | -90.4% |
| All | -91.4% | -20.4% | -71.0% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling