-56.5%
PLUG vs TW
+301.3%
-357.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -10.8% |
| 7D | -23.4% | +3.9% | -27.4% | -24.8% |
| 30D | -23.4% | +19.9% | -43.4% | -29.6% |
| 3M | -51.7% | +25.9% | -77.7% | -56.8% |
| 6M | -72.0% | +21.1% | -93.1% | -75.0% |
| YTD | -43.7% | +23.9% | -67.6% | -50.7% |
| 1Y | -55.4% | +21.2% | -76.7% | -60.5% |
| 3Y | -68.0% | +44.8% | -112.8% | -76.7% |
| 5Y | -97.4% | +41.4% | -138.8% | -98.2% |
| All | -56.5% | +301.3% | -357.8% | -81.9% |
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