-56.7%
PLUG vs IRE
-98.0%
+41.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -33.9% | +26.4% | -2.2% |
| 7D | -4.9% | -57.1% | +52.2% | +6.2% |
| 30D | -27.4% | -84.4% | +57.0% | -6.7% |
| 3M | -35.7% | -85.0% | +49.2% | -18.6% |
| 6M | -59.3% | -95.2% | +35.9% | -43.9% |
| YTD | -31.5% | -93.9% | +62.5% | -15.3% |
| 1Y | -48.9% | -98.8% | +50.0% | -23.9% |
| All | -56.7% | -98.0% | +41.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling