-74.6%
PLUG vs PSKY
-16.0%
-58.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +3.3% | +24.0% | -20.6% | -2.5% |
| 3M | -39.7% | +2.2% | -41.9% | -40.2% |
| 6M | -12.5% | -9.0% | -3.5% | -11.1% |
| YTD | +10.2% | -18.1% | +28.3% | +13.6% |
| 1Y | +50.7% | -25.1% | +75.8% | +57.9% |
| All | -74.6% | -16.0% | -58.6% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling