-71.6%
PLUG vs MKTX
-24.9%
-46.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | +8.1% | +0.4% | +7.7% | +8.1% |
| 30D | +3.7% | +1.0% | +2.7% | +3.6% |
| 3M | -29.2% | +41.3% | -70.4% | -30.4% |
| 6M | +6.1% | -11.3% | +17.4% | +4.8% |
| YTD | +14.7% | -8.6% | +23.3% | +13.3% |
| 1Y | +56.9% | -11.1% | +68.0% | +55.7% |
| 3Y | -71.6% | -24.5% | -47.1% | -74.4% |
| All | -71.6% | -24.9% | -46.8% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling