-22.3%
PLUG vs TENB
+31.4%
-53.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.2% | +1.7% |
| 7D | +14.5% | -8.0% | +22.5% | +19.0% |
| 30D | -10.7% | +5.0% | -15.7% | -13.4% |
| 3M | -31.2% | +20.0% | -51.2% | -39.5% |
| 6M | -51.9% | +100.0% | -152.0% | -68.9% |
| YTD | -23.9% | +85.6% | -109.5% | -50.2% |
| 1Y | -43.4% | +57.8% | -101.2% | -59.4% |
| 3Y | -74.7% | +17.6% | -92.3% | -79.5% |
| 5Y | -96.3% | -21.7% | -74.6% | -96.4% |
| All | -22.3% | +31.4% | -53.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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