-99.2%
PLUG vs SAN
+377.1%
-476.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.3% |
| 7D | -4.9% | +3.5% | -8.4% | -6.9% |
| 30D | -27.4% | -13.2% | -14.2% | -21.5% |
| 3M | -35.7% | -16.9% | -18.8% | -28.9% |
| 6M | -59.3% | +2.3% | -61.7% | -60.3% |
| YTD | -31.5% | +4.9% | -36.4% | -35.2% |
| 1Y | -48.9% | +20.4% | -69.3% | -55.4% |
| 3Y | -79.6% | +243.2% | -322.8% | -90.3% |
| 5Y | -96.5% | +275.3% | -371.8% | -98.4% |
| 10Y | -4.9% | +254.0% | -258.9% | -60.9% |
| All | -99.2% | +377.1% | -476.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling