-92.1%
PLUG vs PCOR
-30.9%
-61.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +5.2% |
| 7D | -0.9% | -9.0% | +8.0% | +4.3% |
| 30D | +3.3% | +4.2% | -0.8% | +0.4% |
| 3M | -39.7% | +14.4% | -54.1% | -45.3% |
| 6M | -12.5% | +0.2% | -12.7% | -18.7% |
| YTD | +10.2% | -20.3% | +30.4% | +16.8% |
| 1Y | +50.7% | -16.1% | +66.8% | +52.5% |
| 3Y | -74.5% | -14.7% | -59.8% | -76.4% |
| 5Y | -91.8% | -43.2% | -48.6% | -92.0% |
| All | -92.1% | -30.9% | -61.2% | -92.6% |
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