-78.4%
PLUG vs P
+166.1%
-244.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -16.4% | +8.9% | -2.6% |
| 7D | -4.9% | -31.9% | +27.0% | +6.3% |
| 30D | -27.4% | -36.5% | +9.1% | -17.4% |
| 3M | -35.7% | +11.6% | -47.3% | -39.6% |
| 6M | -59.3% | +25.2% | -84.5% | -63.5% |
| YTD | -31.5% | +39.4% | -70.9% | -41.2% |
| 1Y | -48.9% | -3.7% | -45.2% | -52.0% |
| All | -78.4% | +166.1% | -244.5% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling