-96.5%
PLUG vs PNR
-2.8%
-93.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.8% | +9.4% |
| 7D | +5.8% | +2.8% | +3.0% | +2.7% |
| 30D | -18.5% | +31.2% | -49.7% | -36.6% |
| 3M | -30.0% | -2.1% | -27.9% | -29.8% |
| 6M | -56.2% | -14.0% | -42.2% | -52.6% |
| YTD | -26.4% | -33.6% | +7.2% | +0.7% |
| 1Y | -42.2% | -35.2% | -7.0% | -18.7% |
| 3Y | -76.8% | +15.8% | -92.7% | -84.1% |
| All | -96.5% | -2.8% | -93.6% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling