-49.8%
PLUG vs ALLY
+101.5%
-151.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.3% | -6.2% | -6.7% |
| 7D | -4.9% | -1.1% | -3.8% | -4.4% |
| 30D | -27.4% | +4.2% | -31.6% | -29.2% |
| 3M | -35.7% | -12.4% | -23.3% | -30.5% |
| 6M | -59.3% | -8.7% | -50.7% | -57.7% |
| YTD | -31.5% | -11.6% | -19.8% | -27.4% |
| 1Y | -48.9% | +0.2% | -49.0% | -49.9% |
| 3Y | -79.6% | +57.1% | -136.7% | -84.7% |
| 5Y | -96.5% | -6.8% | -89.6% | -96.5% |
| 10Y | -4.9% | +200.4% | -205.3% | -52.4% |
| All | -49.8% | +101.5% | -151.3% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling