-30.8%
PLUG vs PR
+160.5%
-191.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.5% | +10.1% | +4.8% |
| 7D | +2.8% | -12.1% | +14.9% | +5.2% |
| 30D | -22.8% | +0.9% | -23.7% | -23.1% |
| 3M | -32.4% | +10.1% | -42.5% | -34.0% |
| 6M | -53.4% | +1.1% | -54.5% | -53.9% |
| YTD | -25.9% | +63.7% | -89.5% | -33.3% |
| 1Y | -42.1% | +87.0% | -129.1% | -49.4% |
| 3Y | -77.9% | +70.7% | -148.7% | -80.6% |
| 5Y | -96.4% | +246.8% | -343.2% | -97.2% |
| 10Y | +2.8% | +72.6% | -69.8% | -17.0% |
| All | -30.8% | +160.5% | -191.3% | -41.7% |
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