+200.1%
PWR vs PLUG
-74.3%
+274.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.5% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | -8.6% | +3.3% | -11.9% | -8.9% |
| 3M | -13.2% | -39.7% | +26.6% | -10.3% |
| 6M | +9.9% | -12.5% | +22.4% | +10.1% |
| YTD | +48.0% | +10.2% | +37.9% | +45.2% |
| 1Y | +66.2% | +50.7% | +15.5% | +58.1% |
| All | +200.1% | -74.3% | +274.4% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling