-7.6%
TSLA vs PLUG
-96.4%
+88.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.4% | -3.2% | +2.8% |
| 7D | -10.4% | +5.8% | -16.2% | -11.4% |
| 30D | -5.2% | -18.5% | +13.4% | -1.4% |
| 3M | +12.1% | -30.0% | +42.1% | +19.8% |
| 6M | -10.2% | -56.2% | +46.0% | +4.3% |
| YTD | -20.3% | -26.4% | +6.0% | -19.3% |
| 1Y | -19.7% | -42.2% | +22.6% | -15.2% |
| 3Y | +63.4% | -76.8% | +140.2% | +68.1% |
| All | -7.6% | -96.4% | +88.8% | +83.1% |
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