-98.6%
PLUG vs KEY
+106.8%
-205.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.7% |
| 7D | -0.9% | +2.2% | -3.1% | -2.0% |
| 30D | +3.3% | -3.0% | +6.4% | +4.8% |
| 3M | -39.7% | +3.3% | -43.1% | -41.0% |
| 6M | -12.5% | +9.2% | -21.7% | -16.7% |
| YTD | +10.2% | +10.6% | -0.5% | +4.1% |
| 1Y | +50.7% | +20.4% | +30.3% | +37.0% |
| 3Y | -74.5% | +121.8% | -196.3% | -82.9% |
| 5Y | -91.8% | +41.1% | -132.9% | -93.4% |
| 10Y | +43.7% | +168.5% | -124.8% | -21.5% |
| All | -98.6% | +106.8% | -205.4% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling