-71.6%
PLUG vs TDY
+47.5%
-119.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.1% | +4.9% |
| 7D | +8.1% | -0.9% | +9.0% | +8.9% |
| 30D | +3.7% | -12.5% | +16.1% | +15.3% |
| 3M | -29.2% | -1.2% | -28.0% | -28.5% |
| 6M | +6.1% | -6.6% | +12.7% | +11.7% |
| YTD | +14.7% | +18.5% | -3.8% | -0.3% |
| 1Y | +56.9% | +10.8% | +46.2% | +44.4% |
| 3Y | -71.6% | +47.5% | -119.1% | -78.9% |
| All | -71.6% | +47.5% | -119.1% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling