+48.6%
PLUG vs TDY
+472.2%
-423.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | 0.0% | -1.9% | +1.9% | +1.6% |
| 30D | -5.0% | -12.5% | +7.5% | +6.2% |
| 3M | -26.2% | -0.8% | -25.4% | -25.7% |
| 6M | -0.5% | -9.0% | +8.5% | +7.3% |
| YTD | +7.1% | +16.8% | -9.7% | -6.6% |
| 1Y | +46.5% | +9.5% | +37.1% | +35.7% |
| 3Y | -73.5% | +45.4% | -118.9% | -81.1% |
| 5Y | -91.3% | +37.8% | -129.1% | -93.3% |
| All | +48.6% | +472.2% | -423.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling