-96.5%
PLUG vs S
-69.2%
-27.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.8% | +1.3% | -3.7% |
| 7D | -4.9% | -16.7% | +11.8% | +3.0% |
| 30D | -27.4% | -17.0% | -10.4% | -21.4% |
| 3M | -35.7% | +2.0% | -37.7% | -37.8% |
| 6M | -59.3% | +35.1% | -94.4% | -66.0% |
| YTD | -31.5% | +42.8% | -74.3% | -45.1% |
| 1Y | -48.9% | +27.7% | -76.6% | -57.0% |
| 3Y | -79.6% | +33.0% | -112.6% | -85.4% |
| 5Y | -96.5% | -68.0% | -28.5% | -95.3% |
| All | -96.5% | -69.2% | -27.3% | -95.3% |
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