+12.4%
PLUG vs TENB
+3.0%
+9.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | -0.9% | -9.1% | +8.2% | +3.7% |
| 30D | +3.3% | -4.9% | +8.2% | +4.6% |
| 3M | -39.7% | +16.9% | -56.7% | -46.2% |
| 6M | -12.5% | +68.0% | -80.5% | -37.8% |
| YTD | +10.2% | +45.6% | -35.4% | -16.6% |
| 1Y | +50.7% | +12.7% | +38.0% | +31.3% |
| 3Y | -74.5% | -24.4% | -50.1% | -73.8% |
| 5Y | -91.8% | -26.7% | -65.1% | -91.6% |
| All | +12.4% | +3.0% | +9.4% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling