-96.8%
PLUG vs S
-51.7%
-45.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.3% |
| 7D | -23.4% | +2.0% | -25.4% | -24.0% |
| 30D | -23.4% | -2.7% | -20.7% | -22.6% |
| 3M | -51.7% | -6.9% | -44.9% | -51.2% |
| 6M | -72.0% | +38.1% | -110.0% | -76.4% |
| YTD | -43.7% | +48.0% | -91.7% | -54.9% |
| 1Y | -55.4% | +34.5% | -89.9% | -63.0% |
| 3Y | -68.0% | +38.3% | -106.3% | -76.6% |
| 5Y | -97.4% | -70.9% | -26.5% | -97.0% |
| All | -96.8% | -51.7% | -45.0% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling