+15.1%
PLUG vs M
-4.2%
+19.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.6% | +12.0% | +9.0% |
| 7D | +5.8% | -4.3% | +10.1% | +7.3% |
| 30D | -18.5% | +1.3% | -19.8% | -19.1% |
| 3M | -30.0% | -7.4% | -22.6% | -28.6% |
| 6M | -56.2% | +18.3% | -74.5% | -59.6% |
| YTD | -26.4% | +7.6% | -34.0% | -30.3% |
| 1Y | -42.2% | +17.4% | -59.6% | -47.1% |
| 3Y | -76.8% | +108.4% | -185.2% | -83.5% |
| 5Y | -96.2% | -10.6% | -85.6% | -96.6% |
| All | +15.1% | -4.2% | +19.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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