-78.4%
PLUG vs M
+110.5%
-188.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.9% | -1.7% | -5.3% |
| 7D | -4.9% | -2.1% | -2.8% | -4.1% |
| 30D | -27.4% | +7.7% | -35.1% | -29.5% |
| 3M | -35.7% | -4.4% | -31.4% | -35.0% |
| 6M | -59.3% | +27.5% | -86.8% | -64.0% |
| YTD | -31.5% | +12.8% | -44.2% | -36.7% |
| 1Y | -48.9% | +20.7% | -69.6% | -54.3% |
| All | -78.4% | +110.5% | -188.9% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling