-56.4%
PLUG vs IRE
-97.5%
+41.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.1% | -12.9% | -2.7% |
| 7D | -6.8% | -15.1% | +8.3% | -6.1% |
| 30D | -16.0% | -71.4% | +55.3% | -2.6% |
| 3M | -38.7% | -81.2% | +42.4% | -25.7% |
| 6M | -61.4% | -93.7% | +32.4% | -48.6% |
| YTD | -31.0% | -92.2% | +61.2% | -18.7% |
| 1Y | -46.2% | -97.3% | +51.0% | -30.4% |
| All | -56.4% | -97.5% | +41.0% | -44.7% |
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