-17.9%
PLUG vs P
+666.7%
-684.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -10.2% |
| 7D | -8.1% | +17.8% | -26.0% | -14.3% |
| 30D | -20.5% | -29.9% | +9.3% | -9.1% |
| 3M | -45.9% | -1.2% | -44.7% | -47.5% |
| 6M | -65.2% | +32.1% | -97.3% | -70.8% |
| YTD | -37.1% | +64.3% | -101.4% | -52.8% |
| 1Y | -54.6% | +24.3% | -78.9% | -62.9% |
| 3Y | -64.9% | +203.2% | -268.1% | -83.0% |
| 5Y | -97.1% | +290.4% | -387.6% | -98.8% |
| All | -17.9% | +666.7% | -684.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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