-78.4%
PLUG vs PR
+61.1%
-139.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.9% | -2.7% | -6.0% |
| 7D | -4.9% | -16.5% | +11.6% | +0.4% |
| 30D | -27.4% | -4.5% | -22.9% | -26.9% |
| 3M | -35.7% | +8.5% | -44.3% | -38.4% |
| 6M | -59.3% | -3.3% | -56.0% | -59.5% |
| YTD | -31.5% | +55.7% | -87.2% | -43.9% |
| 1Y | -48.9% | +82.0% | -130.9% | -61.3% |
| All | -78.4% | +61.1% | -139.6% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling