-53.5%
PLUG vs IRE
-97.2%
+43.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +39.6% | -32.2% | +1.2% |
| 7D | +5.8% | -27.2% | +33.0% | +8.2% |
| 30D | -18.5% | -75.1% | +56.6% | -3.4% |
| 3M | -30.0% | -77.9% | +47.9% | -17.1% |
| 6M | -56.2% | -94.6% | +38.4% | -41.0% |
| YTD | -26.4% | -91.5% | +65.1% | -14.3% |
| 1Y | -42.2% | -97.8% | +55.6% | -22.4% |
| All | -53.5% | -97.2% | +43.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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