-61.4%
PLUG vs TW
+20.4%
-81.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.3% |
| 7D | -6.8% | +2.8% | -9.7% | -5.4% |
| 30D | -16.0% | +18.1% | -34.1% | -7.9% |
| 3M | -38.7% | +25.2% | -64.0% | -30.2% |
| 6M | -61.4% | +19.1% | -80.5% | -62.7% |
| All | -61.4% | +20.4% | -81.7% | -62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling