-91.9%
PLUG vs S
-71.4%
-20.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -0.9% | -7.7% | +6.8% | +2.5% |
| 30D | +3.3% | -5.3% | +8.7% | +4.9% |
| 3M | -39.7% | +20.3% | -60.0% | -45.5% |
| 6M | -12.5% | +47.4% | -59.9% | -29.6% |
| YTD | +10.2% | +32.5% | -22.4% | -7.3% |
| 1Y | +50.7% | +9.5% | +41.2% | +37.9% |
| 3Y | -74.5% | +15.5% | -90.0% | -80.1% |
| All | -91.9% | -71.4% | -20.5% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling