-76.8%
PLUG vs SAN
+235.5%
-312.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.7% | +8.8% |
| 7D | +5.8% | +4.9% | +0.9% | +2.4% |
| 30D | -18.5% | -13.0% | -5.6% | -11.5% |
| 3M | -30.0% | -18.9% | -11.1% | -20.6% |
| 6M | -56.2% | -4.1% | -52.0% | -55.6% |
| YTD | -26.4% | +2.6% | -29.0% | -30.9% |
| 1Y | -42.2% | +16.9% | -59.2% | -51.1% |
| 3Y | -76.8% | +239.1% | -315.9% | -90.5% |
| All | -76.8% | +235.5% | -312.3% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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