-97.8%
PLUG vs TECK
+1,890.1%
-1,987.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.1% |
| 7D | +5.8% | -0.2% | +6.1% | +5.9% |
| 30D | -18.5% | -7.5% | -11.0% | -16.4% |
| 3M | -30.0% | -8.4% | -21.5% | -27.9% |
| 6M | -56.2% | -2.2% | -54.0% | -55.9% |
| YTD | -26.4% | +26.8% | -53.2% | -32.6% |
| 1Y | -42.2% | +46.5% | -88.8% | -49.7% |
| 3Y | -76.8% | +69.0% | -145.9% | -81.0% |
| 5Y | -96.2% | +138.8% | -235.0% | -97.3% |
| 10Y | +2.1% | +224.3% | -222.2% | -42.6% |
| All | -97.8% | +1,890.1% | -1,987.9% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling