-60.8%
PLUG vs SITM
+3,318.8%
-3,379.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.8% | -6.2% | -7.9% |
| 7D | -3.2% | -0.1% | -3.1% | -3.9% |
| 30D | -18.7% | -27.4% | +8.7% | -9.0% |
| 3M | -35.3% | -35.6% | +0.3% | -25.3% |
| 6M | -56.2% | -46.6% | -9.6% | -47.3% |
| YTD | -30.7% | +25.8% | -56.5% | -45.6% |
| 1Y | -46.7% | +38.2% | -84.9% | -60.0% |
| 3Y | -61.3% | +311.5% | -372.9% | -84.9% |
| 5Y | -96.6% | +94.6% | -191.2% | -98.4% |
| All | -60.8% | +3,318.8% | -3,379.6% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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