-95.2%
PLUG vs OSCR
-9.0%
-86.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -3.2% | +1.6% | -4.8% | -3.7% |
| 30D | -8.3% | +10.7% | -19.0% | -11.0% |
| 3M | -25.8% | +13.4% | -39.1% | -29.2% |
| 6M | -5.8% | +144.6% | -150.4% | -29.8% |
| YTD | +6.6% | +128.0% | -121.4% | -19.3% |
| 1Y | +39.1% | +68.7% | -29.6% | +13.2% |
| 3Y | -73.7% | +398.8% | -472.5% | -87.1% |
| 5Y | -91.3% | +87.3% | -178.6% | -95.2% |
| All | -95.2% | -9.0% | -86.2% | -95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling