-91.4%
PLUG vs OSCR
+92.3%
-183.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.0% |
| 7D | +3.8% | +4.7% | -0.9% | +2.5% |
| 30D | +2.8% | +14.8% | -11.9% | -1.1% |
| 3M | -25.4% | +16.7% | -42.1% | -29.3% |
| 6M | -0.5% | +127.5% | -128.0% | -23.6% |
| YTD | +10.2% | +121.0% | -110.9% | -15.2% |
| 1Y | +53.9% | +58.4% | -4.5% | +28.2% |
| 3Y | -72.7% | +392.4% | -465.1% | -86.3% |
| 5Y | -91.4% | +80.5% | -171.9% | -95.9% |
| All | -91.4% | +92.3% | -183.7% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling