+15.1%
PLUG vs MOD
+911.6%
-896.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +5.8% |
| 7D | +5.8% | -25.5% | +31.4% | +13.7% |
| 30D | -18.5% | -49.0% | +30.5% | -2.9% |
| 3M | -30.0% | -49.8% | +19.9% | -16.4% |
| 6M | -56.2% | -64.8% | +8.6% | -43.1% |
| YTD | -26.4% | -27.6% | +1.2% | -24.2% |
| 1Y | -42.2% | -35.2% | -7.0% | -39.3% |
| 3Y | -76.8% | +137.1% | -214.0% | -85.0% |
| 5Y | -96.2% | +760.3% | -856.5% | -98.4% |
| All | +15.1% | +911.6% | -896.5% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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