-97.6%
PLUG vs PSKY
-63.1%
-34.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.8% | -2.6% | -6.1% |
| 7D | -17.9% | -24.6% | +6.7% | -12.0% |
| 30D | -33.0% | -36.1% | +3.1% | -25.0% |
| 3M | -2.8% | -84.9% | +82.1% | +15.7% |
| 6M | -2.8% | -84.9% | +82.1% | +15.7% |
| YTD | -2.8% | -84.9% | +82.1% | +15.7% |
| 1Y | -2.8% | -84.9% | +82.1% | +15.7% |
| 3Y | -2.8% | -84.9% | +82.1% | +15.7% |
| 5Y | -2.8% | -84.9% | +82.1% | +15.7% |
| 10Y | -11.5% | -84.4% | +72.9% | +3.5% |
| All | -97.6% | -63.1% | -34.5% | -98.9% |
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