-74.7%
PLUG vs SCCO
+187.0%
-261.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +0.3% |
| 7D | +14.5% | -0.9% | +15.4% | +15.1% |
| 30D | -10.7% | -15.0% | +4.3% | -1.8% |
| 3M | -31.2% | -9.1% | -22.1% | -27.7% |
| 6M | -51.9% | -0.9% | -51.1% | -52.4% |
| YTD | -23.9% | +29.7% | -53.5% | -41.6% |
| 1Y | -43.4% | +38.2% | -81.6% | -58.8% |
| 3Y | -74.7% | +191.5% | -266.2% | -92.2% |
| All | -74.7% | +187.0% | -261.7% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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