-26.5%
PLUG vs PNR
+99.2%
-125.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.7% |
| 7D | -23.4% | +0.3% | -23.7% | -23.5% |
| 30D | -23.4% | +31.7% | -55.2% | -39.3% |
| 3M | -51.7% | +2.6% | -54.4% | -53.4% |
| 6M | -72.0% | -6.4% | -65.6% | -72.0% |
| YTD | -43.7% | -33.4% | -10.2% | -26.7% |
| 1Y | -55.4% | -35.1% | -20.4% | -40.6% |
| 3Y | -68.0% | +17.1% | -85.1% | -74.5% |
| 5Y | -97.4% | -3.5% | -93.9% | -97.6% |
| All | -26.5% | +99.2% | -125.7% | -60.3% |
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