-27.5%
PLUG vs SEI
+592.7%
-620.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -4.9% | +1.0% |
| 7D | +14.5% | -4.3% | +18.8% | +15.0% |
| 30D | -10.7% | -18.0% | +7.3% | -7.0% |
| 3M | -31.2% | +8.2% | -39.4% | -34.9% |
| 6M | -51.9% | -13.9% | -38.1% | -52.0% |
| YTD | -23.9% | +37.0% | -60.9% | -34.8% |
| 1Y | -43.4% | +24.5% | -67.9% | -50.6% |
| 3Y | -74.7% | +681.1% | -755.8% | -90.0% |
| 5Y | -96.3% | +787.5% | -883.8% | -98.7% |
| All | -27.5% | +592.7% | -620.2% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling