-41.4%
PLUG vs TW
+18.0%
-59.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.5% |
| 7D | +14.5% | +3.4% | +11.1% | +15.2% |
| 30D | -10.7% | +15.5% | -26.2% | -8.4% |
| 3M | -31.2% | +25.1% | -56.3% | -28.3% |
| 6M | -51.9% | +18.2% | -70.1% | -49.4% |
| YTD | -23.9% | +19.7% | -43.6% | -13.3% |
| All | -41.4% | +18.0% | -59.4% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling