-98.6%
PLUG vs TEVA
+710.0%
-808.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +3.3% | +4.7% | -1.4% | +1.3% |
| 3M | -39.7% | +5.6% | -45.3% | -41.7% |
| 6M | -12.5% | +10.5% | -23.0% | -17.1% |
| YTD | +10.2% | +16.5% | -6.3% | +1.4% |
| 1Y | +50.7% | +96.8% | -46.1% | +8.9% |
| 3Y | -74.5% | +269.5% | -344.0% | -86.7% |
| 5Y | -91.8% | +283.5% | -375.3% | -95.9% |
| 10Y | +43.7% | -25.9% | +69.7% | +23.1% |
| All | -98.6% | +710.0% | -808.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling