-26.5%
PLUG vs NYT
+540.3%
-566.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.9% | -12.4% | -11.4% |
| 7D | -23.4% | +6.5% | -30.0% | -25.8% |
| 30D | -23.4% | +8.4% | -31.9% | -26.5% |
| 3M | -51.7% | +13.9% | -65.7% | -55.1% |
| 6M | -72.0% | -4.8% | -67.2% | -72.1% |
| YTD | -43.7% | +6.2% | -49.8% | -47.9% |
| 1Y | -55.4% | +14.3% | -69.7% | -60.4% |
| 3Y | -68.0% | +73.6% | -141.6% | -78.6% |
| 5Y | -97.4% | +60.6% | -158.1% | -98.2% |
| All | -26.5% | +540.3% | -566.8% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling