-98.6%
PLUG vs M
+109.5%
-208.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.3% | +1.9% |
| 7D | -0.9% | +4.7% | -5.6% | -2.6% |
| 30D | +3.3% | -9.6% | +13.0% | +7.1% |
| 3M | -39.7% | +0.9% | -40.6% | -40.5% |
| 6M | -12.5% | +22.3% | -34.8% | -20.2% |
| YTD | +10.2% | +6.5% | +3.6% | +4.9% |
| 1Y | +50.7% | +38.8% | +11.9% | +29.4% |
| 3Y | -74.5% | +115.9% | -190.4% | -82.3% |
| 5Y | -91.8% | +28.6% | -120.4% | -93.4% |
| 10Y | +43.7% | -2.5% | +46.2% | +0.4% |
| All | -98.6% | +109.5% | -208.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling