-98.6%
PLUG vs NYT
+131.5%
-230.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | +3.3% | +2.7% | +0.6% | +2.0% |
| 3M | -39.7% | -10.3% | -29.4% | -37.9% |
| 6M | -12.5% | -16.6% | +4.1% | -7.7% |
| YTD | +10.2% | -2.3% | +12.4% | +7.9% |
| 1Y | +50.7% | +15.0% | +35.7% | +36.6% |
| 3Y | -74.5% | +57.1% | -131.6% | -80.3% |
| 5Y | -91.8% | +37.2% | -128.9% | -93.2% |
| 10Y | +43.7% | +464.3% | -420.6% | -35.4% |
| All | -98.6% | +131.5% | -230.1% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling