-98.6%
PLUG vs TECH
+1,638.6%
-1,737.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | +0.7% | +2.6% | +3.0% |
| 3M | -39.7% | +36.3% | -76.1% | -49.7% |
| 6M | -12.5% | +25.6% | -38.1% | -26.6% |
| YTD | +10.2% | +23.7% | -13.5% | -7.5% |
| 1Y | +50.7% | +37.6% | +13.1% | +19.1% |
| 3Y | -74.5% | -6.6% | -67.9% | -75.1% |
| 5Y | -91.8% | -42.2% | -49.6% | -89.6% |
| 10Y | +43.7% | +187.6% | -143.9% | -9.1% |
| All | -98.6% | +1,638.6% | -1,737.2% | -99.5% |
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 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