-73.8%
PLUG vs TW
+26.6%
-100.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.9% |
| 7D | -0.9% | -2.3% | +1.4% | -1.2% |
| 30D | +3.3% | +3.9% | -0.6% | +3.7% |
| 3M | -39.7% | +5.7% | -45.4% | -39.6% |
| 6M | -12.5% | -14.5% | +2.0% | -12.4% |
| YTD | +10.2% | -0.9% | +11.0% | +12.0% |
| 1Y | +50.7% | -13.5% | +64.2% | +52.2% |
| All | -73.8% | +26.6% | -100.4% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling