+20.0%
PLUG vs TECK
+221.5%
-201.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.0% | -3.5% | +0.6% |
| 7D | +14.5% | +3.1% | +11.4% | +13.1% |
| 30D | -10.7% | -5.0% | -5.7% | -8.9% |
| 3M | -31.2% | -2.6% | -28.6% | -30.6% |
| 6M | -51.9% | 0.0% | -51.9% | -52.0% |
| YTD | -23.9% | +35.6% | -59.5% | -33.4% |
| 1Y | -43.4% | +58.1% | -101.5% | -53.5% |
| 3Y | -74.7% | +93.3% | -168.0% | -81.0% |
| 5Y | -96.3% | +153.7% | -250.0% | -97.6% |
| 10Y | +20.0% | +226.7% | -206.7% | -34.1% |
| All | +20.0% | +221.5% | -201.5% | -34.1% |
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