-96.3%
PLUG vs WU
-20.2%
-76.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.6% |
| 7D | +5.8% | +11.7% | -5.8% | -1.7% |
| 30D | -18.5% | +12.6% | -31.1% | -24.9% |
| 3M | -30.0% | -0.5% | -29.5% | -30.8% |
| 6M | -56.2% | -18.2% | -38.0% | -52.9% |
| YTD | -26.4% | -19.0% | -7.4% | -21.3% |
| 1Y | -42.2% | -16.7% | -25.6% | -39.2% |
| 3Y | -76.8% | -21.0% | -55.8% | -75.0% |
| 5Y | -96.2% | -41.7% | -54.5% | -95.2% |
| 10Y | +2.1% | -35.0% | +37.1% | +11.5% |
| All | -96.3% | -20.2% | -76.1% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling