-95.1%
PLUG vs PCOR
-10.0%
-85.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -4.9% | +23.7% | -28.6% | -16.2% |
| 30D | -27.4% | +39.0% | -66.4% | -40.1% |
| 3M | -35.7% | +35.8% | -71.5% | -47.0% |
| 6M | -59.3% | +38.2% | -97.6% | -68.0% |
| YTD | -31.5% | +3.9% | -35.4% | -38.3% |
| 1Y | -48.9% | +5.7% | -54.5% | -54.9% |
| 3Y | -79.6% | +44.8% | -124.4% | -86.4% |
| 5Y | -96.5% | -19.8% | -76.7% | -97.1% |
| All | -95.1% | -10.0% | -85.1% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling