-98.7%
PLUG vs TDY
+7,137.3%
-7,236.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.6% |
| 7D | -0.9% | -1.8% | +0.9% | 0.0% |
| 30D | +3.3% | -10.7% | +14.0% | +9.3% |
| 3M | -39.7% | -1.3% | -38.4% | -39.2% |
| 6M | -12.5% | -10.6% | -1.9% | -7.3% |
| YTD | +10.2% | +19.6% | -9.4% | +0.8% |
| 1Y | +50.7% | +11.6% | +39.1% | +43.5% |
| 3Y | -74.5% | +45.2% | -119.7% | -78.8% |
| 5Y | -91.8% | +36.1% | -127.8% | -92.7% |
| 10Y | +43.7% | +458.8% | -415.1% | -31.1% |
| All | -98.7% | +7,137.3% | -7,236.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling