-7.5%
PLUG vs M
-5.1%
-2.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -6.8% | -3.3% | -3.5% | -5.9% |
| 30D | -16.0% | +8.1% | -24.1% | -18.6% |
| 3M | -38.7% | +2.2% | -41.0% | -39.7% |
| 6M | -61.4% | +35.1% | -96.5% | -65.9% |
| YTD | -31.0% | +15.8% | -46.8% | -36.4% |
| 1Y | -46.2% | +25.8% | -72.1% | -52.0% |
| 3Y | -61.5% | +156.2% | -217.7% | -74.4% |
| 5Y | -96.9% | -2.4% | -94.5% | -97.3% |
| 10Y | -7.5% | -7.1% | -0.4% | -26.9% |
| All | -7.5% | -5.1% | -2.4% | -26.9% |
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