-99.1%
PLUG vs SWK
+793.9%
-893.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.1% | -9.6% | -5.5% |
| 7D | +2.8% | +17.9% | -15.1% | -9.1% |
| 30D | -22.8% | +31.9% | -54.7% | -36.9% |
| 3M | -32.4% | +16.6% | -49.0% | -39.9% |
| 6M | -53.4% | +61.1% | -114.5% | -67.4% |
| YTD | -25.9% | +64.2% | -90.1% | -50.1% |
| 1Y | -42.1% | +85.2% | -127.3% | -64.1% |
| 3Y | -77.9% | +50.2% | -128.1% | -84.0% |
| 5Y | -96.4% | -22.8% | -73.6% | -95.9% |
| 10Y | +2.8% | +35.8% | -32.9% | -30.0% |
| All | -99.1% | +793.9% | -893.0% | -99.8% |
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