+58.4%
PLUG vs MKTX
+7.4%
+51.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | +3.8% | +0.3% | +3.6% | +3.7% |
| 30D | +2.8% | +1.0% | +1.9% | +2.5% |
| 3M | -25.4% | +40.8% | -66.2% | -34.4% |
| 6M | -0.5% | -10.9% | +10.4% | +2.2% |
| YTD | +10.2% | -8.6% | +18.7% | +11.7% |
| 1Y | +53.9% | -11.6% | +65.5% | +56.7% |
| 3Y | -72.7% | -24.5% | -48.2% | -72.2% |
| 5Y | -91.4% | -60.7% | -30.7% | -88.9% |
| 10Y | +58.4% | +5.1% | +53.3% | +94.6% |
| All | +58.4% | +7.4% | +51.0% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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