-42.2%
PLUG vs PCOR
-2.3%
-40.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.4% |
| 7D | +5.8% | +22.7% | -16.9% | +4.4% |
| 30D | -18.5% | +37.5% | -56.0% | -20.1% |
| 3M | -30.0% | +35.2% | -65.1% | -31.2% |
| 6M | -56.2% | +42.2% | -98.4% | -56.2% |
| YTD | -26.4% | +3.6% | -30.0% | -18.0% |
| 1Y | -42.2% | -4.8% | -37.5% | -28.2% |
| All | -42.2% | -2.3% | -40.0% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling