-14.9%
PLUG vs TW
+221.1%
-236.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | +3.3% | +3.9% | -0.6% | +1.3% |
| 3M | -39.7% | +5.7% | -45.4% | -42.5% |
| 6M | -12.5% | -14.5% | +2.0% | -7.4% |
| YTD | +10.2% | -0.9% | +11.0% | +7.1% |
| 1Y | +50.7% | -13.5% | +64.2% | +56.8% |
| 3Y | -74.5% | +25.0% | -99.5% | -80.5% |
| 5Y | -91.8% | +22.7% | -114.5% | -93.8% |
| All | -14.9% | +221.1% | -236.0% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling