+411.1%
PWR vs PLUG
-97.5%
+508.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.5% | +9.8% | +0.6% |
| 7D | +11.3% | -23.4% | +34.7% | +14.8% |
| 30D | -8.9% | -23.4% | +14.6% | -6.0% |
| 3M | -10.5% | -51.7% | +41.2% | -2.7% |
| 6M | -22.2% | -72.0% | +49.8% | -10.5% |
| YTD | +42.7% | -43.7% | +86.4% | +49.1% |
| 1Y | +41.1% | -55.4% | +96.5% | +50.8% |
| 3Y | +242.7% | -68.0% | +310.8% | +233.1% |
| All | +411.1% | -97.5% | +508.6% | +706.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling