-99.2%
PLUG vs KEY
+95.4%
-194.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.7% | -4.8% | -6.2% |
| 7D | -4.9% | -2.5% | -2.5% | -3.7% |
| 30D | -27.4% | +4.1% | -31.5% | -28.8% |
| 3M | -35.7% | -8.4% | -27.4% | -33.0% |
| 6M | -59.3% | -2.3% | -57.1% | -59.2% |
| YTD | -31.5% | +4.6% | -36.0% | -33.4% |
| 1Y | -48.9% | +24.6% | -73.4% | -54.5% |
| 3Y | -79.6% | +112.8% | -192.4% | -86.1% |
| 5Y | -96.5% | +12.9% | -109.4% | -96.8% |
| 10Y | -4.9% | +126.7% | -131.6% | -43.6% |
| All | -99.2% | +95.4% | -194.5% | -99.7% |
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