-94.7%
PLUG vs PCOR
-10.3%
-84.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +5.8% | +22.7% | -16.9% | -6.3% |
| 30D | -18.5% | +37.5% | -56.0% | -32.3% |
| 3M | -30.0% | +35.2% | -65.1% | -42.1% |
| 6M | -56.2% | +42.2% | -98.4% | -66.1% |
| YTD | -26.4% | +3.6% | -30.0% | -33.6% |
| 1Y | -42.2% | -4.8% | -37.5% | -44.8% |
| 3Y | -76.8% | +48.3% | -125.2% | -84.8% |
| 5Y | -96.2% | -20.1% | -76.2% | -96.9% |
| All | -94.7% | -10.3% | -84.4% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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