-68.0%
PLUG vs PTEN
+2.7%
-70.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.8% | -13.3% | -11.3% |
| 7D | -23.4% | +10.6% | -34.0% | -25.9% |
| 30D | -23.4% | -4.9% | -18.5% | -23.0% |
| 3M | -51.7% | +1.4% | -53.2% | -52.8% |
| 6M | -72.0% | -7.0% | -64.9% | -72.2% |
| YTD | -43.7% | +84.8% | -128.4% | -58.1% |
| 1Y | -55.4% | +95.7% | -151.1% | -67.7% |
| 3Y | -68.0% | +2.0% | -70.0% | -68.2% |
| All | -68.0% | +2.7% | -70.7% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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