-72.8%
PLUG vs NYT
+55.6%
-128.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.8% |
| 7D | +3.8% | -1.6% | +5.4% | +4.0% |
| 30D | +2.8% | +2.8% | +0.1% | +2.6% |
| 3M | -25.4% | -9.2% | -16.2% | -24.9% |
| 6M | -0.5% | -17.1% | +16.6% | +1.6% |
| YTD | +10.2% | -3.2% | +13.4% | +8.7% |
| 1Y | +53.9% | +15.7% | +38.2% | +44.9% |
| All | -72.8% | +55.6% | -128.4% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling