+2,883.7%
TSLA vs PLUG
+25.0%
+2,858.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +4.9% |
| 7D | -6.4% | +14.5% | -20.9% | -8.8% |
| 30D | -1.2% | -10.7% | +9.5% | +0.9% |
| 3M | +15.1% | -31.2% | +46.2% | +23.3% |
| 6M | -11.7% | -51.9% | +40.2% | +0.5% |
| YTD | -15.9% | -23.9% | +7.9% | -15.3% |
| 1Y | -12.0% | -43.4% | +31.4% | -6.7% |
| 3Y | +80.0% | -74.7% | +154.7% | +76.9% |
| 5Y | +10.8% | -96.3% | +107.1% | +59.0% |
| 10Y | +2,883.7% | +20.0% | +2,863.7% | +2,499.4% |
| All | +2,883.7% | +25.0% | +2,858.7% | +2,499.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling