-42.2%
PLUG vs P
-0.9%
-41.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +6.5% |
| 7D | +5.8% | -23.8% | +29.6% | +12.8% |
| 30D | -18.5% | -36.6% | +18.1% | -9.6% |
| 3M | -30.0% | +10.9% | -40.8% | -33.1% |
| 6M | -56.2% | +30.0% | -86.2% | -60.0% |
| YTD | -26.4% | +44.4% | -70.8% | -34.4% |
| 1Y | -42.2% | +3.9% | -46.2% | -48.9% |
| All | -42.2% | -0.9% | -41.4% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling