+65.0%
PLUG vs TRI
+196.1%
-131.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +7.1% |
| 7D | +8.1% | -7.1% | +15.2% | +11.2% |
| 30D | +3.7% | -2.3% | +6.0% | +3.7% |
| 3M | -29.2% | +19.6% | -48.7% | -38.3% |
| 6M | +6.1% | -8.7% | +14.8% | +5.5% |
| YTD | +14.7% | -22.3% | +37.0% | +25.2% |
| 1Y | +56.9% | -40.7% | +97.6% | +106.9% |
| 3Y | -71.6% | -17.8% | -53.8% | -72.8% |
| 5Y | -91.0% | -8.5% | -82.6% | -92.3% |
| All | +65.0% | +196.1% | -131.1% | -38.3% |
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