-91.9%
PLUG vs PCOR
-43.0%
-48.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +5.3% |
| 7D | -0.9% | -9.0% | +8.0% | +4.4% |
| 30D | +3.3% | +4.2% | -0.8% | +0.3% |
| 3M | -39.7% | +14.4% | -54.1% | -45.5% |
| 6M | -12.5% | +0.2% | -12.7% | -18.9% |
| YTD | +10.2% | -20.3% | +30.4% | +17.0% |
| 1Y | +50.7% | -16.1% | +66.8% | +52.4% |
| 3Y | -74.5% | -14.7% | -59.8% | -76.7% |
| All | -91.9% | -43.0% | -48.9% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling