-64.4%
PLUG vs IRE
-98.1%
+33.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -14.4% | +3.9% | -8.1% |
| 7D | -23.4% | -31.8% | +8.4% | -18.6% |
| 30D | -23.4% | -71.8% | +48.3% | -10.5% |
| 3M | -51.7% | -88.9% | +37.2% | -36.2% |
| 6M | -72.0% | -95.4% | +23.4% | -60.8% |
| YTD | -43.7% | -94.2% | +50.6% | -30.3% |
| 1Y | -55.4% | -97.1% | +41.7% | -42.6% |
| All | -64.4% | -98.1% | +33.7% | -52.6% |
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