-98.6%
PLUG vs SWK
+629.1%
-727.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | -39.7% | +24.1% | -63.8% | -48.7% |
| 6M | -12.5% | +24.7% | -37.2% | -27.0% |
| YTD | +10.2% | +33.9% | -23.8% | -13.6% |
| 1Y | +50.7% | +34.7% | +16.0% | +17.2% |
| 3Y | -74.5% | +15.3% | -89.8% | -77.4% |
| 5Y | -91.8% | -39.3% | -52.5% | -89.1% |
| 10Y | +43.7% | +2.5% | +41.2% | +20.6% |
| All | -98.6% | +629.1% | -727.8% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling