-0.5%
PLUG vs P
+485.4%
-485.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.3% |
| 7D | -0.9% | +6.5% | -7.5% | -3.4% |
| 30D | +3.3% | +18.8% | -15.5% | -4.8% |
| 3M | -39.7% | +26.7% | -66.5% | -46.0% |
| 6M | -12.5% | +62.2% | -74.7% | -29.9% |
| YTD | +10.2% | +48.5% | -38.3% | -9.9% |
| 1Y | +50.7% | +26.4% | +24.3% | +27.3% |
| 3Y | -74.5% | +159.4% | -233.9% | -85.5% |
| 5Y | -91.8% | +275.8% | -367.6% | -96.0% |
| 10Y | +43.7% | +732.0% | -688.3% | -42.5% |
| All | -0.5% | +485.4% | -485.8% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling