+8.8%
PLUG vs INVH
+72.9%
-64.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.2% | -11.0% |
| 7D | -23.4% | -0.9% | -22.5% | -22.9% |
| 30D | -23.4% | +1.2% | -24.6% | -24.3% |
| 3M | -51.7% | -10.4% | -41.4% | -48.2% |
| 6M | -72.0% | -3.6% | -68.4% | -71.9% |
| YTD | -43.7% | -0.1% | -43.6% | -45.3% |
| 1Y | -55.4% | -0.7% | -54.8% | -56.7% |
| 3Y | -68.0% | -4.6% | -63.4% | -68.3% |
| 5Y | -97.4% | -21.7% | -75.8% | -97.0% |
| All | +8.8% | +72.9% | -64.1% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling