-96.9%
PLUG vs TECH
-41.3%
-55.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -16.0% | +0.3% | -16.4% | -16.2% |
| 3M | -38.7% | +1.0% | -39.8% | -39.2% |
| 6M | -61.4% | +54.0% | -115.3% | -73.4% |
| YTD | -31.0% | +24.3% | -55.3% | -47.1% |
| 1Y | -46.2% | +23.7% | -70.0% | -58.8% |
| 3Y | -61.5% | +28.5% | -89.9% | -73.2% |
| 5Y | -96.9% | -41.2% | -55.6% | -95.1% |
| All | -96.9% | -41.3% | -55.5% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling