-91.9%
PLUG vs TAP
+2.2%
-94.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.9% | -2.3% | +1.4% | -0.5% |
| 30D | +3.3% | -2.1% | +5.5% | +3.6% |
| 3M | -39.7% | +6.6% | -46.3% | -40.9% |
| 6M | -12.5% | -11.5% | -1.0% | -10.6% |
| YTD | +10.2% | -10.3% | +20.4% | +10.8% |
| 1Y | +50.7% | -14.4% | +65.1% | +53.4% |
| 3Y | -74.5% | -28.3% | -46.2% | -72.9% |
| All | -91.9% | +2.2% | -94.1% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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