-98.6%
PLUG vs IT
+1,634.1%
-1,732.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.5% | +4.8% |
| 7D | -0.9% | -6.0% | +5.1% | +1.6% |
| 30D | +3.3% | 0.0% | +3.3% | +2.6% |
| 3M | -39.7% | +13.1% | -52.8% | -45.4% |
| 6M | -12.5% | +11.7% | -24.2% | -22.4% |
| YTD | +10.2% | -26.1% | +36.3% | +15.9% |
| 1Y | +50.7% | -21.3% | +71.9% | +52.8% |
| 3Y | -74.5% | -46.7% | -27.8% | -71.0% |
| 5Y | -91.8% | -40.5% | -51.3% | -90.9% |
| 10Y | +43.7% | +103.9% | -60.2% | -12.8% |
| All | -98.6% | +1,634.1% | -1,732.8% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling