-38.1%
PLUG vs P
+449.6%
-487.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -16.4% | +8.9% | -1.2% |
| 7D | -4.9% | -31.9% | +27.0% | +9.6% |
| 30D | -27.4% | -36.5% | +9.1% | -14.5% |
| 3M | -35.7% | +11.6% | -47.3% | -40.6% |
| 6M | -59.3% | +25.2% | -84.5% | -64.6% |
| YTD | -31.5% | +39.4% | -70.9% | -43.8% |
| 1Y | -48.9% | -3.7% | -45.2% | -52.9% |
| 3Y | -79.6% | +167.3% | -246.9% | -88.9% |
| 5Y | -96.5% | +237.3% | -333.8% | -98.2% |
| 10Y | -4.9% | +698.6% | -703.6% | -61.9% |
| All | -38.1% | +449.6% | -487.7% | -74.7% |
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