+15.1%
PLUG vs KEY
+120.9%
-105.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.7% |
| 7D | +5.8% | -1.3% | +7.1% | +6.6% |
| 30D | -18.5% | +5.1% | -23.7% | -20.9% |
| 3M | -30.0% | -7.1% | -22.8% | -27.1% |
| 6M | -56.2% | -4.4% | -51.8% | -55.5% |
| YTD | -26.4% | +4.0% | -30.4% | -28.8% |
| 1Y | -42.2% | +23.4% | -65.6% | -49.4% |
| 3Y | -76.8% | +113.9% | -190.7% | -85.3% |
| 5Y | -96.2% | +12.3% | -108.5% | -96.7% |
| All | +15.1% | +120.9% | -105.8% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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