+47.9%
PLUG vs TEVA
-22.9%
+70.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.2% |
| 7D | -3.2% | +2.0% | -5.2% | -3.9% |
| 30D | -8.3% | +1.0% | -9.2% | -8.6% |
| 3M | -25.8% | +7.3% | -33.1% | -28.1% |
| 6M | -5.8% | +21.7% | -27.6% | -13.1% |
| YTD | +6.6% | +18.8% | -12.2% | -1.2% |
| 1Y | +39.1% | +86.5% | -47.4% | +8.0% |
| 3Y | -73.7% | +269.4% | -343.1% | -84.7% |
| 5Y | -91.3% | +303.6% | -394.9% | -95.2% |
| All | +47.9% | -22.9% | +70.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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