-68.0%
PLUG vs NYT
+73.5%
-141.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.9% | -12.4% | -10.6% |
| 7D | -23.4% | +6.5% | -30.0% | -23.8% |
| 30D | -23.4% | +8.4% | -31.9% | -23.9% |
| 3M | -51.7% | +13.9% | -65.7% | -52.2% |
| 6M | -72.0% | -4.8% | -67.2% | -71.9% |
| YTD | -43.7% | +6.2% | -49.8% | -44.8% |
| 1Y | -55.4% | +14.3% | -69.7% | -57.0% |
| 3Y | -68.0% | +73.6% | -141.6% | -82.8% |
| All | -68.0% | +73.5% | -141.6% | -82.8% |
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 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