-68.0%
PLUG vs WPM
+214.5%
-282.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.3% | -10.2% | -10.4% |
| 7D | -23.4% | -3.6% | -19.9% | -21.9% |
| 30D | -23.4% | +1.4% | -24.9% | -24.0% |
| 3M | -51.7% | -0.2% | -51.6% | -51.8% |
| 6M | -72.0% | -7.3% | -64.7% | -71.2% |
| YTD | -43.7% | +12.3% | -56.0% | -49.6% |
| 1Y | -55.4% | +24.9% | -80.3% | -62.5% |
| 3Y | -68.0% | +210.4% | -278.4% | -91.1% |
| All | -68.0% | +214.5% | -282.5% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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