-97.3%
PLUG vs TAP
+0.6%
-98.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.2% | -13.7% | -10.8% |
| 7D | -23.4% | +1.3% | -24.7% | -23.6% |
| 30D | -23.4% | +5.7% | -29.2% | -24.3% |
| 3M | -51.7% | -1.9% | -49.8% | -51.7% |
| 6M | -72.0% | +0.9% | -72.9% | -72.2% |
| YTD | -43.7% | -9.5% | -34.1% | -43.5% |
| 1Y | -55.4% | -9.0% | -46.5% | -55.4% |
| 3Y | -68.0% | -22.2% | -45.8% | -66.8% |
| All | -97.3% | +0.6% | -98.0% | -97.6% |
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