-96.5%
PLUG vs WY
-34.0%
-62.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.0% | +10.4% | +10.5% |
| 7D | +5.8% | +3.1% | +2.7% | +1.2% |
| 30D | -18.5% | +13.0% | -31.5% | -30.3% |
| 3M | -30.0% | -16.8% | -13.1% | -16.1% |
| 6M | -56.2% | -11.2% | -45.0% | -53.3% |
| YTD | -26.4% | -9.1% | -17.3% | -27.0% |
| 1Y | -42.2% | -4.8% | -37.5% | -46.6% |
| 3Y | -76.8% | -25.3% | -51.6% | -70.1% |
| All | -96.5% | -34.0% | -62.5% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling