-68.0%
PLUG vs TEVA
+417.4%
-485.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.9% | -12.4% | -11.2% |
| 7D | -23.4% | +4.4% | -27.9% | -24.8% |
| 30D | -23.4% | +9.3% | -32.7% | -26.0% |
| 3M | -51.7% | +21.9% | -73.6% | -55.3% |
| 6M | -72.0% | +22.8% | -94.7% | -74.3% |
| YTD | -43.7% | +42.6% | -86.2% | -51.5% |
| 1Y | -55.4% | +74.2% | -129.7% | -64.5% |
| 3Y | -68.0% | +404.5% | -472.5% | -86.7% |
| All | -68.0% | +417.4% | -485.5% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling