-91.3%
PLUG vs TEVA
+290.4%
-381.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | -5.0% | -0.4% | -4.6% | -4.7% |
| 3M | -26.2% | +8.2% | -34.5% | -29.5% |
| 6M | -0.5% | +15.3% | -15.8% | -8.0% |
| YTD | +7.1% | +16.5% | -9.4% | -2.0% |
| 1Y | +46.5% | +85.7% | -39.2% | +5.8% |
| 3Y | -73.5% | +277.9% | -351.4% | -87.9% |
| 5Y | -91.3% | +295.5% | -386.8% | -96.3% |
| All | -91.3% | +290.4% | -381.7% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling