-91.9%
PLUG vs SWK
-38.7%
-53.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.6% |
| 30D | +3.3% | -5.7% | +9.1% | +8.3% |
| 3M | -39.7% | +24.1% | -63.8% | -49.8% |
| 6M | -12.5% | +24.7% | -37.2% | -28.7% |
| YTD | +10.2% | +33.9% | -23.8% | -16.9% |
| 1Y | +50.7% | +34.7% | +16.0% | +12.3% |
| 3Y | -74.5% | +15.3% | -89.8% | -78.0% |
| All | -91.9% | -38.7% | -53.2% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling