-96.7%
PLUG vs TECK
+2,171.4%
-2,268.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +3.3% | +4.6% | -1.3% | +1.8% |
| 3M | -39.7% | +2.8% | -42.6% | -40.4% |
| 6M | -12.5% | +24.9% | -37.4% | -19.1% |
| YTD | +10.2% | +44.7% | -34.6% | -3.5% |
| 1Y | +50.7% | +112.0% | -61.3% | +15.1% |
| 3Y | -74.5% | +67.6% | -142.1% | -79.1% |
| 5Y | -91.8% | +200.3% | -292.1% | -94.6% |
| 10Y | +43.7% | +358.2% | -314.5% | -28.2% |
| All | -96.7% | +2,171.4% | -2,268.1% | -99.3% |
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