-26.5%
PLUG vs M
-7.1%
-19.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.5% | -12.0% | -11.0% |
| 7D | -23.4% | +7.0% | -30.5% | -25.3% |
| 30D | -23.4% | +8.9% | -32.4% | -26.0% |
| 3M | -51.7% | +4.5% | -56.2% | -52.8% |
| 6M | -72.0% | +36.2% | -108.2% | -75.4% |
| YTD | -43.7% | +15.1% | -58.8% | -47.9% |
| 1Y | -55.4% | +27.4% | -82.9% | -60.4% |
| 3Y | -68.0% | +160.1% | -228.2% | -78.9% |
| 5Y | -97.4% | -1.6% | -95.9% | -97.8% |
| All | -26.5% | -7.1% | -19.4% | -42.0% |
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