-26.5%
PLUG vs TECH
+187.9%
-214.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.1% | -10.5% | -10.5% |
| 7D | -23.4% | +0.1% | -23.6% | -23.5% |
| 30D | -23.4% | +0.5% | -24.0% | -23.7% |
| 3M | -51.7% | +1.1% | -52.8% | -52.1% |
| 6M | -72.0% | +62.8% | -134.8% | -81.3% |
| YTD | -43.7% | +24.5% | -68.1% | -56.8% |
| 1Y | -55.4% | +20.6% | -76.1% | -65.1% |
| 3Y | -68.0% | +29.5% | -97.5% | -77.0% |
| 5Y | -97.4% | -40.9% | -56.5% | -96.5% |
| All | -26.5% | +187.9% | -214.4% | -54.8% |
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