-99.1%
PLUG vs WY
+137.8%
-236.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.4% | -6.6% | -7.5% |
| 7D | -3.2% | +0.2% | -3.4% | -3.4% |
| 30D | -18.7% | +8.0% | -26.8% | -23.3% |
| 3M | -35.3% | -17.7% | -17.6% | -27.7% |
| 6M | -56.2% | -10.8% | -45.5% | -54.4% |
| YTD | -30.7% | -10.6% | -20.1% | -28.9% |
| 1Y | -46.7% | -5.7% | -41.0% | -47.2% |
| 3Y | -61.3% | -24.8% | -36.5% | -54.2% |
| 5Y | -96.6% | -31.7% | -64.9% | -95.5% |
| 10Y | +1.1% | +2.9% | -1.8% | -3.3% |
| All | -99.1% | +137.8% | -236.9% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling