+10.4%
PLUG vs PSKY
-84.8%
+95.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.8% | -2.6% | -5.2% |
| 7D | -17.9% | -24.6% | +6.7% | -8.1% |
| 30D | -33.0% | -36.1% | +3.1% | -19.3% |
| 3M | -47.9% | -53.4% | +5.5% | -30.5% |
| 6M | -47.9% | -53.4% | +5.5% | -30.5% |
| YTD | -47.9% | -53.4% | +5.5% | -30.5% |
| 1Y | -60.3% | -58.4% | -2.0% | -44.2% |
| 3Y | -81.6% | -40.7% | -40.9% | -79.9% |
| 5Y | -95.6% | -80.0% | -15.6% | -92.6% |
| All | +10.4% | -84.8% | +95.2% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling