-26.5%
PLUG vs P
+652.0%
-678.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.9% | -8.6% | -9.7% |
| 7D | -23.4% | +11.6% | -35.1% | -27.0% |
| 30D | -23.4% | -23.7% | +0.2% | -15.4% |
| 3M | -51.7% | -8.0% | -43.8% | -51.7% |
| 6M | -72.0% | +27.9% | -99.9% | -76.2% |
| YTD | -43.7% | +61.2% | -104.8% | -57.4% |
| 1Y | -55.4% | +28.6% | -84.0% | -64.2% |
| 3Y | -68.0% | +200.5% | -268.5% | -84.4% |
| 5Y | -97.4% | +282.9% | -380.4% | -98.9% |
| All | -26.5% | +652.0% | -678.5% | -74.6% |
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