+20.0%
PLUG vs ALLY
+201.0%
-181.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.9% |
| 7D | +14.5% | -0.2% | +14.7% | +14.5% |
| 30D | -10.7% | +3.4% | -14.2% | -12.7% |
| 3M | -31.2% | -11.1% | -20.1% | -26.3% |
| 6M | -51.9% | -11.5% | -40.4% | -49.0% |
| YTD | -23.9% | -12.3% | -11.5% | -19.0% |
| 1Y | -43.4% | +1.1% | -44.5% | -44.9% |
| 3Y | -74.7% | +64.8% | -139.5% | -81.6% |
| 5Y | -96.3% | -6.9% | -89.5% | -96.4% |
| 10Y | +20.0% | +194.9% | -174.9% | -34.1% |
| All | +20.0% | +201.0% | -181.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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