-96.2%
PLUG vs PSKY
-42.2%
-53.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +3.3% | +24.0% | -20.6% | -6.1% |
| 3M | -39.7% | +2.2% | -41.9% | -40.6% |
| 6M | -12.5% | -9.0% | -3.5% | -10.9% |
| YTD | +10.2% | -18.1% | +28.3% | +13.6% |
| 1Y | +50.7% | -25.1% | +75.8% | +58.1% |
| 3Y | -74.5% | -16.3% | -58.2% | -77.1% |
| 5Y | -91.8% | -70.4% | -21.4% | -88.5% |
| 10Y | +43.7% | -74.2% | +117.9% | +78.8% |
| All | -96.2% | -42.2% | -53.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling