-99.1%
PLUG vs PHM
+3,334.9%
-3,434.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.2% |
| 7D | +5.8% | +6.2% | -0.4% | +2.8% |
| 30D | -18.5% | +17.9% | -36.5% | -24.5% |
| 3M | -30.0% | +2.5% | -32.4% | -31.1% |
| 6M | -56.2% | +10.8% | -67.0% | -58.9% |
| YTD | -26.4% | +13.7% | -40.1% | -32.4% |
| 1Y | -42.2% | +12.4% | -54.6% | -46.6% |
| 3Y | -76.8% | +65.6% | -142.5% | -81.6% |
| 5Y | -96.2% | +175.3% | -271.6% | -97.5% |
| 10Y | +2.1% | +713.9% | -711.8% | -56.9% |
| All | -99.1% | +3,334.9% | -3,434.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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