+3,009.1%
TSLA vs PLUG
-2.2%
+3,011.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +1.5% | -6.8% | +8.3% | +2.9% |
| 30D | +3.4% | -16.0% | +19.4% | +6.7% |
| 3M | +17.4% | -38.7% | +56.2% | +28.7% |
| 6M | -12.2% | -61.4% | +49.2% | +4.4% |
| YTD | -13.1% | -31.0% | +17.9% | -10.8% |
| 1Y | -11.1% | -46.2% | +35.1% | -4.8% |
| 3Y | +82.1% | -61.5% | +143.6% | +66.3% |
| 5Y | +10.3% | -96.9% | +107.1% | +63.4% |
| 10Y | +3,009.1% | -7.5% | +3,016.6% | +2,651.4% |
| All | +3,009.1% | -2.2% | +3,011.3% | +2,651.4% |
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