-95.6%
PLUG vs S
-48.9%
-46.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.0% | -4.6% | +0.1% |
| 7D | +14.5% | +1.6% | +12.9% | +13.8% |
| 30D | -10.7% | -10.5% | -0.2% | -6.6% |
| 3M | -31.2% | +9.9% | -41.1% | -35.3% |
| 6M | -51.9% | +41.8% | -93.7% | -60.1% |
| YTD | -23.9% | +56.8% | -80.7% | -40.6% |
| 1Y | -43.4% | +39.0% | -82.4% | -53.7% |
| 3Y | -74.7% | +53.8% | -128.5% | -82.6% |
| 5Y | -96.3% | -68.6% | -27.7% | -95.8% |
| All | -95.6% | -48.9% | -46.7% | -95.4% |
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