-91.9%
PLUG vs ALLY
+1.6%
-93.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -0.9% | +3.7% | -4.6% | -3.8% |
| 30D | +3.3% | -2.3% | +5.6% | +5.3% |
| 3M | -39.7% | +3.8% | -43.6% | -42.2% |
| 6M | -12.5% | +9.7% | -22.2% | -20.9% |
| YTD | +10.2% | -1.4% | +11.6% | +8.7% |
| 1Y | +50.7% | +8.2% | +42.5% | +38.0% |
| 3Y | -74.5% | +66.5% | -141.0% | -84.4% |
| All | -91.9% | +1.6% | -93.5% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling