-96.5%
PLUG vs SWK
-25.4%
-71.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -5.6% |
| 7D | -4.9% | +11.3% | -16.2% | -13.2% |
| 30D | -27.4% | +28.1% | -55.5% | -40.8% |
| 3M | -35.7% | +12.6% | -48.3% | -42.0% |
| 6M | -59.3% | +51.7% | -111.0% | -71.7% |
| YTD | -31.5% | +60.0% | -91.4% | -55.9% |
| 1Y | -48.9% | +72.7% | -121.5% | -69.1% |
| 3Y | -79.6% | +46.3% | -125.9% | -85.7% |
| 5Y | -96.5% | -24.6% | -71.9% | -96.4% |
| All | -96.5% | -25.4% | -71.0% | -96.4% |
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