-46.5%
PLUG vs TW
+291.9%
-338.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.1% | -10.1% | -9.5% |
| 7D | -3.2% | +3.1% | -6.3% | -4.5% |
| 30D | -18.7% | +16.7% | -35.4% | -24.3% |
| 3M | -35.3% | +25.2% | -60.5% | -42.0% |
| 6M | -56.2% | +19.5% | -75.7% | -60.7% |
| YTD | -30.7% | +21.0% | -51.7% | -38.7% |
| 1Y | -46.7% | +19.0% | -65.6% | -52.4% |
| 3Y | -61.3% | +40.7% | -102.0% | -71.4% |
| 5Y | -96.6% | +40.1% | -136.8% | -97.6% |
| All | -46.5% | +291.9% | -338.4% | -77.5% |
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