+43.7%
PLUG vs M
-2.2%
+45.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +1.9% |
| 7D | -0.9% | +4.7% | -5.6% | -2.5% |
| 30D | +3.3% | -9.6% | +13.0% | +6.9% |
| 3M | -39.7% | +0.9% | -40.6% | -40.4% |
| 6M | -12.5% | +22.3% | -34.8% | -19.8% |
| YTD | +10.2% | +6.5% | +3.6% | +5.3% |
| 1Y | +50.7% | +38.8% | +11.9% | +30.6% |
| 3Y | -74.5% | +115.9% | -190.4% | -81.8% |
| 5Y | -91.8% | +28.6% | -120.4% | -93.3% |
| All | +43.7% | -2.2% | +45.9% | +15.3% |
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