-19.3%
PLUG vs ALLY
+124.8%
-144.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -0.9% | +3.7% | -4.6% | -3.1% |
| 30D | +3.3% | -2.3% | +5.6% | +4.8% |
| 3M | -39.7% | +3.8% | -43.6% | -41.6% |
| 6M | -12.5% | +9.7% | -22.2% | -18.6% |
| YTD | +10.2% | -1.4% | +11.6% | +9.4% |
| 1Y | +50.7% | +8.2% | +42.5% | +42.1% |
| 3Y | -74.5% | +66.5% | -141.0% | -81.5% |
| 5Y | -91.8% | +1.2% | -93.0% | -92.3% |
| 10Y | +43.7% | +191.4% | -147.7% | -26.7% |
| All | -19.3% | +124.8% | -144.2% | -62.3% |
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 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