-97.3%
PLUG vs IT
-42.2%
-55.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.2% | -10.7% |
| 7D | -23.4% | +1.1% | -24.5% | -23.7% |
| 30D | -23.4% | -1.8% | -21.6% | -24.1% |
| 3M | -51.7% | +4.8% | -56.6% | -53.7% |
| 6M | -72.0% | +33.0% | -105.0% | -76.4% |
| YTD | -43.7% | -23.8% | -19.8% | -39.1% |
| 1Y | -55.4% | -16.5% | -38.9% | -54.6% |
| 3Y | -68.0% | -53.6% | -14.4% | -57.1% |
| All | -97.3% | -42.2% | -55.1% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling