-68.0%
PLUG vs SAN
+247.1%
-315.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.7% | -11.1% | -10.9% |
| 7D | -23.4% | +4.0% | -27.5% | -25.3% |
| 30D | -23.4% | -7.8% | -15.6% | -19.6% |
| 3M | -51.7% | -16.4% | -35.4% | -46.1% |
| 6M | -72.0% | +3.5% | -75.5% | -73.0% |
| YTD | -43.7% | +6.7% | -50.3% | -48.6% |
| 1Y | -55.4% | +14.5% | -69.9% | -61.7% |
| 3Y | -68.0% | +243.5% | -311.5% | -90.3% |
| All | -68.0% | +247.1% | -315.1% | -90.3% |
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