+1.1%
PLUG vs PNR
+109.3%
-108.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.8% | -8.2% | -8.4% |
| 7D | -3.2% | -0.1% | -3.0% | -3.0% |
| 30D | -18.7% | +33.4% | -52.1% | -36.2% |
| 3M | -35.3% | +4.9% | -40.2% | -38.6% |
| 6M | -56.2% | -8.5% | -47.7% | -55.5% |
| YTD | -30.7% | -32.1% | +1.4% | -11.3% |
| 1Y | -46.7% | -35.0% | -11.7% | -28.9% |
| 3Y | -61.3% | +17.6% | -78.9% | -69.2% |
| 5Y | -96.6% | +0.9% | -97.5% | -97.0% |
| 10Y | +1.1% | +101.4% | -100.3% | -45.6% |
| All | +1.1% | +109.3% | -108.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling