+48.6%
PLUG vs WY
+7.2%
+41.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -0.9% |
| 7D | 0.0% | -3.7% | +3.7% | +2.7% |
| 30D | -5.0% | -11.3% | +6.3% | +3.4% |
| 3M | -26.2% | -8.1% | -18.1% | -23.2% |
| 6M | -0.5% | -7.4% | +7.0% | +2.0% |
| YTD | +7.1% | -4.7% | +11.8% | +6.4% |
| 1Y | +46.5% | -9.2% | +55.7% | +50.0% |
| 3Y | -73.5% | -24.7% | -48.8% | -67.6% |
| 5Y | -91.3% | -21.6% | -69.7% | -89.0% |
| All | +48.6% | +7.2% | +41.4% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling