+15.1%
PLUG vs ALLY
+189.4%
-174.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.4% |
| 7D | +5.8% | +0.9% | +4.9% | +5.0% |
| 30D | -18.5% | +3.1% | -21.6% | -20.2% |
| 3M | -30.0% | -12.6% | -17.4% | -24.2% |
| 6M | -56.2% | -12.4% | -43.8% | -53.3% |
| YTD | -26.4% | -13.2% | -13.2% | -21.3% |
| 1Y | -42.2% | +1.8% | -44.1% | -44.0% |
| 3Y | -76.8% | +58.0% | -134.8% | -82.7% |
| 5Y | -96.2% | -8.4% | -87.8% | -96.2% |
| All | +15.1% | +189.4% | -174.3% | -33.9% |
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