+1.1%
PLUG vs TECH
+190.5%
-189.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -18.7% | +0.5% | -19.2% | -19.0% |
| 3M | -35.3% | +1.1% | -36.4% | -35.8% |
| 6M | -56.2% | +51.0% | -107.3% | -69.4% |
| YTD | -30.7% | +24.4% | -55.1% | -46.8% |
| 1Y | -46.7% | +27.4% | -74.1% | -60.1% |
| 3Y | -61.3% | +28.5% | -89.8% | -72.0% |
| 5Y | -96.6% | -40.9% | -55.7% | -95.3% |
| 10Y | +1.1% | +192.5% | -191.4% | -39.0% |
| All | +1.1% | +190.5% | -189.4% | -39.0% |
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