-96.5%
PLUG vs MOD
+720.4%
-816.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.3% | -0.3% | -5.3% |
| 7D | -4.9% | -34.2% | +29.2% | +7.1% |
| 30D | -27.4% | -51.9% | +24.5% | -9.7% |
| 3M | -35.7% | -53.0% | +17.3% | -19.8% |
| 6M | -59.3% | -66.4% | +7.0% | -44.5% |
| YTD | -31.5% | -31.5% | +0.1% | -28.8% |
| 1Y | -48.9% | -39.6% | -9.3% | -45.3% |
| 3Y | -79.6% | +116.8% | -196.4% | -89.4% |
| 5Y | -96.5% | +713.8% | -810.3% | -99.2% |
| All | -96.5% | +720.4% | -816.9% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling