-26.5%
PLUG vs WY
+5.0%
-31.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -11.7% |
| 7D | -23.4% | -0.8% | -22.6% | -23.0% |
| 30D | -23.4% | +10.1% | -33.6% | -29.4% |
| 3M | -51.7% | -15.4% | -36.4% | -46.4% |
| 6M | -72.0% | -8.3% | -63.7% | -71.3% |
| YTD | -43.7% | -9.8% | -33.8% | -42.6% |
| 1Y | -55.4% | -3.9% | -51.5% | -56.8% |
| 3Y | -68.0% | -23.3% | -44.7% | -61.8% |
| 5Y | -97.4% | -31.2% | -66.2% | -96.5% |
| All | -26.5% | +5.0% | -31.5% | -17.8% |
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