-55.4%
PLUG vs ALLY
-1.0%
-54.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -10.8% |
| 7D | -23.4% | +0.4% | -23.8% | -23.5% |
| 30D | -23.4% | +5.2% | -28.7% | -25.0% |
| 3M | -51.7% | -13.3% | -38.4% | -49.3% |
| 6M | -72.0% | -6.7% | -65.3% | -71.6% |
| YTD | -43.7% | -12.8% | -30.8% | -41.7% |
| 1Y | -55.4% | +0.7% | -56.1% | -57.3% |
| All | -55.4% | -1.0% | -54.4% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling