-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 | -8.7% | -2.4% | -6.3% | -7.2% |
| 7D | -2.8% | +0.2% | -3.0% | -3.0% |
| 30D | -18.5% | +8.0% | -26.5% | -23.0% |
| 3M | -35.1% | -17.7% | -17.4% | -27.5% |
| 6M | -56.1% | -10.8% | -45.3% | -54.3% |
| YTD | -30.5% | -10.6% | -19.9% | -28.6% |
| 1Y | -46.5% | -5.7% | -40.8% | -47.0% |
| 3Y | -61.2% | -24.8% | -36.4% | -54.0% |
| 5Y | -96.6% | -31.7% | -64.9% | -95.5% |
| 10Y | +1.5% | +2.9% | -1.5% | -2.9% |
| 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