+12.4%
PLUG vs TENB
+1.3%
+11.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +3.8% | -1.7% | +5.5% | +4.6% |
| 30D | +2.8% | -8.3% | +11.1% | +6.0% |
| 3M | -25.4% | +26.2% | -51.6% | -36.3% |
| 6M | -0.5% | +60.2% | -60.6% | -27.3% |
| YTD | +10.2% | +43.1% | -32.9% | -15.9% |
| 1Y | +53.9% | +9.4% | +44.5% | +36.2% |
| 3Y | -72.7% | -23.9% | -48.9% | -72.2% |
| 5Y | -91.4% | -28.2% | -63.2% | -91.1% |
| All | +12.4% | +1.3% | +11.1% | -18.7% |
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