+55.9%
PLUG vs TECK
+373.9%
-318.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | 0.0% | +2.5% |
| 7D | +8.1% | +7.8% | +0.4% | +5.0% |
| 30D | +3.7% | +8.3% | -4.6% | +0.4% |
| 3M | -29.2% | +16.1% | -45.2% | -33.5% |
| 6M | +6.1% | +42.9% | -36.7% | -8.3% |
| YTD | +14.7% | +50.8% | -36.0% | -3.4% |
| 1Y | +56.9% | +106.1% | -49.1% | +15.8% |
| 3Y | -71.6% | +84.0% | -155.6% | -78.3% |
| 5Y | -91.0% | +223.5% | -314.5% | -94.5% |
| 10Y | +55.9% | +378.1% | -322.2% | -23.5% |
| All | +55.9% | +373.9% | -318.0% | -23.5% |
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