-96.5%
PLUG vs TW
+37.3%
-133.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +5.8% | +4.2% | +1.6% | +4.3% |
| 30D | -18.5% | +18.9% | -37.5% | -23.6% |
| 3M | -30.0% | +23.8% | -53.7% | -35.6% |
| 6M | -56.2% | +17.0% | -73.2% | -59.4% |
| YTD | -26.4% | +19.2% | -45.6% | -32.9% |
| 1Y | -42.2% | +20.1% | -62.3% | -47.5% |
| 3Y | -76.8% | +40.5% | -117.3% | -83.7% |
| All | -96.5% | +37.3% | -133.8% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling