+20.0%
PLUG vs SM
+4.9%
+15.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.2% | +4.0% |
| 7D | +14.5% | -22.3% | +36.8% | +19.6% |
| 30D | -10.7% | -21.4% | +10.6% | -7.1% |
| 3M | -31.2% | +1.4% | -32.5% | -32.3% |
| 6M | -51.9% | +0.1% | -52.0% | -53.1% |
| YTD | -23.9% | +59.0% | -82.8% | -33.1% |
| 1Y | -43.4% | +64.3% | -107.7% | -50.8% |
| 3Y | -74.7% | -13.1% | -61.6% | -75.5% |
| 5Y | -96.3% | -13.9% | -82.5% | -96.5% |
| 10Y | +20.0% | +1.7% | +18.3% | -19.4% |
| All | +20.0% | +4.9% | +15.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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