-26.5%
PLUG vs TECK
+198.5%
-225.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.8% | -9.8% |
| 7D | -23.4% | -0.4% | -23.0% | -23.1% |
| 30D | -23.4% | -7.1% | -16.3% | -21.0% |
| 3M | -51.7% | -5.5% | -46.3% | -50.5% |
| 6M | -72.0% | -9.7% | -62.3% | -70.8% |
| YTD | -43.7% | +26.3% | -69.9% | -49.1% |
| 1Y | -55.4% | +44.4% | -99.8% | -62.0% |
| 3Y | -68.0% | +70.1% | -138.1% | -74.5% |
| 5Y | -97.4% | +125.8% | -223.2% | -98.2% |
| All | -26.5% | +198.5% | -225.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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