-96.9%
PLUG vs TRI
+561.6%
-658.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.4% | +8.3% | +6.2% |
| 7D | -0.9% | -0.5% | -0.4% | -1.0% |
| 30D | +3.3% | +7.9% | -4.5% | -2.5% |
| 3M | -39.7% | +24.1% | -63.8% | -50.4% |
| 6M | -12.5% | +3.8% | -16.3% | -22.5% |
| YTD | +10.2% | -16.9% | +27.0% | +12.1% |
| 1Y | +50.7% | -38.4% | +89.1% | +89.4% |
| 3Y | -74.5% | -12.2% | -62.3% | -76.4% |
| 5Y | -91.8% | -1.8% | -90.0% | -92.9% |
| 10Y | +43.7% | +207.6% | -163.9% | -47.3% |
| All | -96.9% | +561.6% | -658.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling