+58.4%
PLUG vs PSA
+98.4%
-40.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.6% |
| 7D | +3.8% | -2.2% | +6.1% | +5.2% |
| 30D | +2.8% | -9.6% | +12.4% | +9.0% |
| 3M | -25.4% | -7.9% | -17.5% | -22.5% |
| 6M | -0.5% | -2.0% | +1.5% | -1.5% |
| YTD | +10.2% | +15.7% | -5.6% | -2.5% |
| 1Y | +53.9% | +5.8% | +48.1% | +44.9% |
| 3Y | -72.7% | +21.6% | -94.3% | -75.9% |
| 5Y | -91.4% | +13.1% | -104.5% | -92.1% |
| 10Y | +58.4% | +101.3% | -42.9% | +20.7% |
| All | +58.4% | +98.4% | -40.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling