-19.7%
TSLA vs PLUG
-45.5%
+25.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.4% | -3.2% | +3.2% |
| 7D | -10.4% | +5.8% | -16.2% | -11.1% |
| 30D | -5.2% | -18.5% | +13.4% | -2.7% |
| 3M | +12.1% | -30.0% | +42.1% | +17.3% |
| 6M | -10.2% | -56.2% | +46.0% | -2.0% |
| YTD | -20.3% | -26.4% | +6.0% | -16.2% |
| 1Y | -19.7% | -42.2% | +22.6% | -15.0% |
| All | -19.7% | -45.5% | +25.8% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling