-42.1%
PLUG vs OSCR
+104.5%
-146.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.6% | -5.0% | +2.0% |
| 7D | +2.8% | +15.5% | -12.6% | +0.3% |
| 30D | -22.8% | +8.5% | -31.3% | -24.0% |
| 3M | -32.4% | +15.8% | -48.2% | -34.4% |
| 6M | -53.4% | +89.5% | -142.9% | -60.2% |
| YTD | -25.9% | +144.9% | -170.8% | -43.4% |
| 1Y | -42.1% | +105.1% | -147.1% | -54.5% |
| All | -42.1% | +104.5% | -146.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling