-96.5%
PLUG vs ALLY
-9.5%
-87.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.8% |
| 7D | +5.8% | +0.9% | +4.9% | +4.8% |
| 30D | -18.5% | +3.1% | -21.6% | -20.8% |
| 3M | -30.0% | -12.6% | -17.4% | -22.2% |
| 6M | -56.2% | -12.4% | -43.8% | -52.4% |
| YTD | -26.4% | -13.2% | -13.2% | -19.9% |
| 1Y | -42.2% | +1.8% | -44.1% | -45.3% |
| 3Y | -76.8% | +58.0% | -134.8% | -85.6% |
| All | -96.5% | -9.5% | -87.0% | -96.5% |
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