-96.3%
PLUG vs OTIS
+3.9%
-100.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.7% | +3.6% |
| 7D | +14.5% | +0.5% | +14.0% | +13.8% |
| 30D | -10.7% | +19.4% | -30.2% | -24.0% |
| 3M | -31.2% | +7.1% | -38.3% | -35.9% |
| 6M | -51.9% | +6.6% | -58.5% | -55.8% |
| YTD | -23.9% | -8.3% | -15.6% | -21.0% |
| 1Y | -43.4% | -11.6% | -31.8% | -38.8% |
| 3Y | -74.7% | +3.1% | -77.8% | -79.7% |
| 5Y | -96.3% | +2.5% | -98.8% | -97.0% |
| All | -96.3% | +3.9% | -100.2% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling