-97.1%
PLUG vs WU
-43.2%
-53.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.2% | -7.6% | -8.2% |
| 7D | -8.1% | -5.3% | -2.9% | -5.7% |
| 30D | -20.5% | +9.0% | -29.5% | -24.7% |
| 3M | -45.9% | -3.6% | -42.3% | -45.5% |
| 6M | -65.2% | -19.4% | -45.8% | -62.2% |
| YTD | -37.1% | -21.7% | -15.4% | -31.5% |
| 1Y | -54.6% | -16.1% | -38.5% | -52.8% |
| 3Y | -64.9% | -24.1% | -40.8% | -61.3% |
| 5Y | -97.1% | -44.1% | -53.0% | -96.4% |
| All | -97.1% | -43.2% | -53.9% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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