-98.6%
PLUG vs PHM
+3,119.4%
-3,218.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.9% | -3.2% | +2.3% | +0.5% |
| 30D | +3.3% | -6.4% | +9.8% | +6.3% |
| 3M | -39.7% | +5.5% | -45.2% | -41.7% |
| 6M | -12.5% | -5.4% | -7.1% | -11.6% |
| YTD | +10.2% | +6.6% | +3.6% | +4.7% |
| 1Y | +50.7% | -8.8% | +59.5% | +53.3% |
| 3Y | -74.5% | +54.1% | -128.6% | -79.0% |
| 5Y | -91.8% | +144.5% | -236.3% | -94.3% |
| 10Y | +43.7% | +569.4% | -525.7% | -34.4% |
| All | -98.6% | +3,119.4% | -3,218.0% | -99.7% |
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