-27.6%
PLUG vs OTIS
+93.9%
-121.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.8% | +5.1% |
| 7D | +8.1% | -0.8% | +8.9% | +8.6% |
| 30D | +3.7% | -4.7% | +8.4% | +6.5% |
| 3M | -29.2% | +1.2% | -30.4% | -30.6% |
| 6M | +6.1% | -20.5% | +26.6% | +20.5% |
| YTD | +14.7% | -18.4% | +33.2% | +26.9% |
| 1Y | +56.9% | -18.1% | +75.0% | +72.7% |
| 3Y | -71.6% | -10.6% | -61.0% | -70.8% |
| 5Y | -91.0% | -16.1% | -75.0% | -90.8% |
| All | -27.6% | +93.9% | -121.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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