+32.4%
PWR vs PLUG
-44.1%
+76.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +3.5% | -15.2% | -12.2% |
| 7D | -4.4% | +2.8% | -7.2% | -4.9% |
| 30D | -15.1% | -22.8% | +7.7% | -12.0% |
| 3M | -16.2% | -32.4% | +16.2% | -11.8% |
| 6M | -23.3% | -53.4% | +30.0% | -16.6% |
| YTD | +37.6% | -25.9% | +63.5% | +38.3% |
| 1Y | +32.4% | -42.1% | +74.5% | +37.4% |
| All | +32.4% | -44.1% | +76.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling