-99.2%
PLUG vs TECH
+1,644.1%
-1,743.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.4% | -7.5% |
| 7D | -4.9% | -0.1% | -4.9% | -4.9% |
| 30D | -27.4% | +0.3% | -27.7% | -27.5% |
| 3M | -35.7% | +1.0% | -36.7% | -36.0% |
| 6M | -59.3% | +28.6% | -87.9% | -66.0% |
| YTD | -31.5% | +24.1% | -55.6% | -42.5% |
| 1Y | -48.9% | +21.9% | -70.8% | -56.8% |
| 3Y | -79.6% | +25.7% | -105.3% | -82.9% |
| 5Y | -96.5% | -40.2% | -56.3% | -95.6% |
| 10Y | -4.9% | +210.1% | -215.0% | -41.7% |
| All | -99.2% | +1,644.1% | -1,743.3% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling