-76.7%
PLUG vs PCOR
+44.3%
-121.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +19.7% | -16.1% | -3.6% |
| 7D | +2.8% | +21.8% | -19.0% | -5.0% |
| 30D | -22.8% | +39.5% | -62.3% | -32.2% |
| 3M | -32.4% | +35.2% | -67.6% | -40.5% |
| 6M | -53.4% | +21.7% | -75.1% | -57.6% |
| YTD | -25.9% | +3.9% | -29.8% | -27.7% |
| 1Y | -42.1% | +6.9% | -49.0% | -44.8% |
| All | -76.7% | +44.3% | -121.0% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling