-48.9%
PLUG vs SWK
+82.9%
-131.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -6.6% |
| 7D | -4.9% | +11.3% | -16.2% | -8.8% |
| 30D | -27.4% | +28.1% | -55.5% | -34.3% |
| 3M | -35.7% | +12.6% | -48.3% | -38.8% |
| 6M | -59.3% | +51.7% | -111.0% | -65.4% |
| YTD | -31.5% | +60.0% | -91.4% | -48.8% |
| 1Y | -48.9% | +72.7% | -121.5% | -65.5% |
| All | -48.9% | +82.9% | -131.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling