-26.5%
PLUG vs TRI
+225.2%
-251.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -23.4% | -2.9% | -20.5% | -22.6% |
| 30D | -23.4% | +3.7% | -27.1% | -25.9% |
| 3M | -51.7% | +3.7% | -55.5% | -54.0% |
| 6M | -72.0% | +35.1% | -107.1% | -78.0% |
| YTD | -43.7% | -14.0% | -29.6% | -42.5% |
| 1Y | -55.4% | -19.0% | -36.5% | -52.5% |
| 3Y | -68.0% | -12.0% | -56.0% | -70.7% |
| 5Y | -97.4% | +0.6% | -98.1% | -97.9% |
| All | -26.5% | +225.2% | -251.7% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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