-91.3%
PLUG vs NYT
+38.8%
-130.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.7% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | -8.3% | +4.6% | -12.9% | -10.4% |
| 3M | -25.8% | -9.6% | -16.2% | -23.2% |
| 6M | -5.8% | -14.0% | +8.2% | -1.1% |
| YTD | +6.6% | -2.8% | +9.4% | +2.7% |
| 1Y | +39.1% | +15.6% | +23.5% | +17.9% |
| 3Y | -73.7% | +56.3% | -130.0% | -83.8% |
| All | -91.3% | +38.8% | -130.1% | -94.9% |
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 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