-76.8%
PLUG vs TW
+39.9%
-116.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +5.8% | +4.2% | +1.6% | +6.5% |
| 30D | -18.5% | +18.9% | -37.5% | -16.4% |
| 3M | -30.0% | +23.8% | -53.7% | -27.6% |
| 6M | -56.2% | +17.0% | -73.2% | -54.7% |
| YTD | -26.4% | +19.2% | -45.6% | -22.8% |
| 1Y | -42.2% | +20.1% | -62.3% | -39.4% |
| 3Y | -76.8% | +40.5% | -117.3% | -64.0% |
| All | -76.8% | +39.9% | -116.8% | -64.0% |
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