-41.2%
PLUG vs TW
+287.8%
-328.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +14.5% | +3.4% | +11.1% | +12.9% |
| 30D | -10.7% | +15.5% | -26.2% | -16.4% |
| 3M | -31.2% | +25.1% | -56.3% | -38.3% |
| 6M | -51.9% | +18.2% | -70.1% | -56.6% |
| YTD | -23.9% | +19.7% | -43.6% | -32.3% |
| 1Y | -43.4% | +18.1% | -61.5% | -49.3% |
| 3Y | -74.7% | +40.5% | -115.2% | -81.4% |
| 5Y | -96.3% | +37.1% | -133.4% | -97.3% |
| All | -41.2% | +287.8% | -328.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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