-60.8%
PLUG vs SGI
+72.0%
-132.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -6.8% | -10.5% | +3.6% | -0.8% |
| 30D | -16.0% | +0.1% | -16.2% | -16.7% |
| 3M | -38.7% | -4.0% | -34.8% | -37.9% |
| 6M | -61.4% | -5.6% | -55.7% | -61.2% |
| YTD | -31.0% | -29.5% | -1.5% | -17.3% |
| 1Y | -46.2% | -31.5% | -14.7% | -34.2% |
| All | -60.8% | +72.0% | -132.8% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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