-92.5%
PLUG vs JAAA
+30.2%
-122.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -8.5% | +0.1% | -8.6% | -8.7% |
| 30D | -20.8% | +0.4% | -21.2% | -21.6% |
| 3M | -46.1% | +1.2% | -47.3% | -47.5% |
| 6M | -65.3% | +2.3% | -67.6% | -67.0% |
| YTD | -37.3% | +4.0% | -41.3% | -42.2% |
| 1Y | -54.8% | +4.8% | -59.6% | -58.9% |
| 3Y | -65.0% | +18.5% | -83.5% | -72.7% |
| 5Y | -97.1% | +27.5% | -124.6% | -98.0% |
| All | -92.5% | +30.2% | -122.7% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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