-91.2%
PLUG vs JAAA
+30.2%
-121.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.3% |
| 7D | +5.8% | +0.2% | +5.7% | +5.5% |
| 30D | -18.5% | +0.4% | -19.0% | -19.3% |
| 3M | -30.0% | +1.2% | -31.2% | -31.8% |
| 6M | -56.2% | +2.3% | -58.5% | -58.4% |
| YTD | -26.4% | +3.9% | -30.3% | -32.1% |
| 1Y | -42.2% | +4.8% | -47.1% | -47.6% |
| 3Y | -76.8% | +18.5% | -95.4% | -81.9% |
| 5Y | -96.2% | +27.5% | -123.7% | -97.4% |
| All | -91.2% | +30.2% | -121.3% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling