-46.9%
PLUG vs TW
+294.9%
-341.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -7.2% | +2.8% | -10.0% | -8.4% |
| 30D | -16.4% | +18.1% | -34.4% | -22.5% |
| 3M | -39.0% | +25.2% | -64.2% | -45.3% |
| 6M | -61.5% | +19.1% | -80.6% | -65.4% |
| YTD | -31.2% | +21.9% | -53.1% | -39.4% |
| 1Y | -46.4% | +18.9% | -65.4% | -52.2% |
| 3Y | -61.6% | +41.7% | -103.4% | -71.7% |
| 5Y | -96.9% | +40.4% | -137.3% | -97.8% |
| All | -46.9% | +294.9% | -341.7% | -77.8% |
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