+222.1%
PWR vs PLUG
-78.4%
+300.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.4% | -1.2% | +5.7% |
| 7D | -12.9% | +5.8% | -18.7% | -13.2% |
| 30D | -22.8% | -18.5% | -4.3% | -21.8% |
| 3M | -19.0% | -30.0% | +10.9% | -17.1% |
| 6M | -31.1% | -56.2% | +25.1% | -27.7% |
| YTD | +28.2% | -26.4% | +54.6% | +29.7% |
| 1Y | +22.2% | -42.2% | +64.4% | +24.9% |
| 3Y | +222.1% | -76.8% | +299.0% | +221.4% |
| All | +222.1% | -78.4% | +300.5% | +221.4% |
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 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