+15.4%
TSLA vs PLUG
-97.1%
+112.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.8% | +10.5% | +3.4% |
| 7D | +15.6% | -8.1% | +23.8% | +17.4% |
| 30D | +5.9% | -20.5% | +26.4% | +10.5% |
| 3M | +21.4% | -45.9% | +67.2% | +36.3% |
| 6M | -8.3% | -65.2% | +56.9% | +11.3% |
| YTD | -11.6% | -37.1% | +25.4% | -7.8% |
| 1Y | -7.7% | -54.6% | +46.9% | +2.3% |
| 3Y | +85.2% | -64.9% | +150.0% | +67.4% |
| 5Y | +15.4% | -97.1% | +112.5% | +159.5% |
| All | +15.4% | -97.1% | +112.5% | +159.5% |
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