-97.0%
PLUG vs NYT
+57.3%
-154.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.7% | -7.1% | -8.0% |
| 7D | -8.1% | +9.0% | -17.1% | -11.8% |
| 30D | -20.5% | +6.8% | -27.4% | -23.2% |
| 3M | -45.9% | +12.1% | -58.0% | -49.4% |
| 6M | -65.2% | -7.7% | -57.4% | -64.7% |
| YTD | -37.1% | +4.2% | -41.2% | -42.1% |
| 1Y | -54.6% | +14.3% | -68.9% | -60.8% |
| 3Y | -64.9% | +69.8% | -134.7% | -79.6% |
| All | -97.0% | +57.3% | -154.3% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling