+55.9%
PLUG vs PSKY
-74.5%
+130.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | +8.1% | +2.4% | +5.8% | +7.1% |
| 30D | +3.7% | +17.5% | -13.8% | -2.7% |
| 3M | -29.2% | +4.4% | -33.6% | -30.8% |
| 6M | +6.1% | -9.0% | +15.1% | +8.0% |
| YTD | +14.7% | -18.6% | +33.3% | +18.6% |
| 1Y | +56.9% | -27.7% | +84.7% | +67.1% |
| 3Y | -71.6% | -16.9% | -54.7% | -74.0% |
| 5Y | -91.0% | -70.3% | -20.8% | -87.9% |
| 10Y | +55.9% | -74.9% | +130.8% | +110.8% |
| All | +55.9% | -74.5% | +130.4% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PSKY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling