-11.4%
PLUG vs TW
+211.4%
-222.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.2% | +5.5% |
| 7D | +8.1% | -3.5% | +11.6% | +9.8% |
| 30D | +3.7% | +0.5% | +3.2% | +3.2% |
| 3M | -29.2% | +4.9% | -34.1% | -32.2% |
| 6M | +6.1% | -17.1% | +23.2% | +13.7% |
| YTD | +14.7% | -3.9% | +18.6% | +13.0% |
| 1Y | +56.9% | -13.3% | +70.2% | +62.5% |
| 3Y | -71.6% | +20.9% | -92.5% | -77.9% |
| 5Y | -91.0% | +20.5% | -111.6% | -93.2% |
| All | -11.4% | +211.4% | -222.8% | -58.5% |
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