-68.0%
PLUG vs OSCR
+339.8%
-407.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -9.9% |
| 7D | -23.4% | +1.3% | -24.8% | -23.7% |
| 30D | -23.4% | -9.5% | -13.9% | -22.0% |
| 3M | -51.7% | +0.9% | -52.6% | -52.1% |
| 6M | -72.0% | +31.5% | -103.4% | -74.2% |
| YTD | -43.7% | +116.1% | -159.7% | -54.4% |
| 1Y | -55.4% | +122.6% | -178.0% | -64.4% |
| 3Y | -68.0% | +356.6% | -424.6% | -78.8% |
| All | -68.0% | +339.8% | -407.8% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling