-36.0%
PLUG vs PR
+147.8%
-183.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.9% | -2.7% | -6.6% |
| 7D | -4.9% | -16.5% | +11.6% | -1.7% |
| 30D | -27.4% | -4.5% | -22.9% | -27.0% |
| 3M | -35.7% | +8.5% | -44.3% | -37.1% |
| 6M | -59.3% | -3.3% | -56.0% | -59.4% |
| YTD | -31.5% | +55.7% | -87.2% | -37.7% |
| 1Y | -48.9% | +82.0% | -130.9% | -55.1% |
| 3Y | -79.6% | +62.5% | -142.1% | -81.9% |
| 5Y | -96.5% | +223.9% | -320.4% | -97.3% |
| 10Y | -4.9% | +64.2% | -69.1% | -22.5% |
| All | -36.0% | +147.8% | -183.8% | -45.5% |
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