-17.9%
PLUG vs MKTX
+12.8%
-30.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -8.1% | +0.2% | -8.4% | -8.2% |
| 30D | -20.5% | +0.9% | -21.4% | -20.8% |
| 3M | -45.9% | +2.5% | -48.4% | -46.3% |
| 6M | -65.2% | +18.6% | -83.8% | -67.6% |
| YTD | -37.1% | -7.1% | -30.0% | -36.5% |
| 1Y | -54.6% | -0.3% | -54.2% | -55.4% |
| 3Y | -64.9% | -22.3% | -42.6% | -64.6% |
| 5Y | -97.1% | -54.5% | -42.6% | -96.5% |
| All | -17.9% | +12.8% | -30.7% | -15.3% |
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