+55.9%
PLUG vs IT
+89.8%
-34.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.4% | +11.6% | +7.1% |
| 7D | +8.1% | -9.1% | +17.3% | +11.9% |
| 30D | +3.7% | -7.0% | +10.7% | +5.7% |
| 3M | -29.2% | +7.6% | -36.8% | -34.4% |
| 6M | +6.1% | +2.1% | +4.0% | -1.6% |
| YTD | +14.7% | -31.6% | +46.3% | +27.8% |
| 1Y | +56.9% | -29.9% | +86.9% | +71.0% |
| 3Y | -71.6% | -51.3% | -20.3% | -65.7% |
| 5Y | -91.0% | -44.8% | -46.3% | -89.9% |
| 10Y | +55.9% | +91.4% | -35.5% | -6.5% |
| All | +55.9% | +89.8% | -34.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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