-96.5%
PLUG vs PL
+11.6%
-108.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -10.1% | +2.6% | -4.0% |
| 7D | -4.9% | -20.5% | +15.6% | +3.0% |
| 30D | -27.4% | -38.8% | +11.4% | -13.8% |
| 3M | -35.7% | -49.1% | +13.4% | -19.1% |
| 6M | -59.3% | -69.4% | +10.0% | -40.5% |
| YTD | -31.5% | -42.3% | +10.9% | -25.5% |
| 1Y | -48.9% | -14.2% | -34.7% | -53.6% |
| 3Y | -79.6% | +398.7% | -478.3% | -93.4% |
| 5Y | -96.5% | +11.1% | -107.6% | -98.1% |
| All | -96.5% | +11.6% | -108.1% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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