+1.1%
PLUG vs PR
+65.1%
-63.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.9% | -9.9% | -9.2% |
| 7D | -3.2% | -9.5% | +6.3% | -1.4% |
| 30D | -18.7% | -5.7% | -13.1% | -18.1% |
| 3M | -35.3% | +3.0% | -38.3% | -36.0% |
| 6M | -56.2% | +11.8% | -68.1% | -57.6% |
| YTD | -30.7% | +58.5% | -89.2% | -37.3% |
| 1Y | -46.7% | +69.9% | -116.6% | -52.5% |
| 3Y | -61.3% | +84.9% | -146.2% | -66.4% |
| 5Y | -96.6% | +246.4% | -343.0% | -97.4% |
| 10Y | +1.1% | +70.3% | -69.2% | -9.8% |
| All | +1.1% | +65.1% | -63.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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