+2.8%
PLUG vs PR
+169.5%
-166.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.1% |
| 7D | -0.9% | +2.9% | -3.8% | -1.5% |
| 30D | +3.3% | +18.0% | -14.7% | 0.0% |
| 3M | -39.7% | +16.9% | -56.6% | -41.6% |
| 6M | -12.5% | +28.2% | -40.7% | -17.0% |
| YTD | +10.2% | +69.3% | -59.2% | -1.0% |
| 1Y | +50.7% | +69.5% | -18.8% | +35.0% |
| 3Y | -74.5% | +81.7% | -156.2% | -77.7% |
| 5Y | -91.8% | +422.2% | -514.0% | -94.1% |
| 10Y | +43.7% | +110.4% | -66.7% | +19.3% |
| All | +2.8% | +169.5% | -166.6% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling