+15.1%
PLUG vs TECH
+208.1%
-193.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +5.8% | +0.2% | +5.7% | +5.7% |
| 30D | -18.5% | +0.3% | -18.9% | -18.7% |
| 3M | -30.0% | +1.3% | -31.3% | -30.6% |
| 6M | -56.2% | +54.0% | -110.2% | -70.1% |
| YTD | -26.4% | +24.3% | -50.7% | -43.5% |
| 1Y | -42.2% | +25.8% | -68.0% | -56.3% |
| 3Y | -76.8% | +26.0% | -102.8% | -83.1% |
| 5Y | -96.2% | -40.1% | -56.1% | -94.9% |
| All | +15.1% | +208.1% | -193.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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