-96.5%
PLUG vs S
-67.4%
-29.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.7% |
| 7D | +5.8% | -13.4% | +19.3% | +12.7% |
| 30D | -18.5% | -14.0% | -4.6% | -13.2% |
| 3M | -30.0% | +4.9% | -34.8% | -33.0% |
| 6M | -56.2% | +42.0% | -98.2% | -64.1% |
| YTD | -26.4% | +45.1% | -71.5% | -41.3% |
| 1Y | -42.2% | +33.1% | -75.3% | -52.4% |
| 3Y | -76.8% | +40.6% | -117.5% | -83.9% |
| All | -96.5% | -67.4% | -29.1% | -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