+30.0%
PWR vs PLUG
-46.5%
+76.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | +0.1% |
| 7D | -11.2% | -2.8% | -8.4% | -10.7% |
| 30D | -17.4% | -18.5% | +1.1% | -14.9% |
| 3M | -11.7% | -35.1% | +23.3% | -6.3% |
| 6M | -21.7% | -56.1% | +34.4% | -14.0% |
| YTD | +38.3% | -30.5% | +68.7% | +40.9% |
| All | +30.0% | -46.5% | +76.5% | +36.2% |
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