-26.5%
PLUG vs SM
+18.0%
-44.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.4% | -10.5% |
| 7D | -23.4% | +9.4% | -32.8% | -24.9% |
| 30D | -23.4% | -14.4% | -9.1% | -21.7% |
| 3M | -51.7% | +1.6% | -53.3% | -52.5% |
| 6M | -72.0% | +6.3% | -78.3% | -73.0% |
| YTD | -43.7% | +78.8% | -122.4% | -51.7% |
| 1Y | -55.4% | +83.1% | -138.6% | -62.1% |
| 3Y | -68.0% | -5.9% | -62.1% | -69.5% |
| 5Y | -97.4% | +4.8% | -102.2% | -97.6% |
| All | -26.5% | +18.0% | -44.5% | -51.6% |
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