-68.0%
PLUG vs TENB
+9.5%
-77.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.7% | -9.8% | -10.3% |
| 7D | -23.4% | -3.3% | -20.2% | -22.5% |
| 30D | -23.4% | +6.9% | -30.4% | -24.9% |
| 3M | -51.7% | +1.8% | -53.6% | -52.3% |
| 6M | -72.0% | +98.1% | -170.0% | -78.9% |
| YTD | -43.7% | +73.2% | -116.9% | -55.7% |
| 1Y | -55.4% | +50.7% | -106.1% | -62.2% |
| 3Y | -68.0% | +9.3% | -77.3% | -70.2% |
| All | -68.0% | +9.5% | -77.5% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling