-91.9%
PLUG vs SM
+107.8%
-199.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.4% | +3.7% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +3.3% | +26.3% | -23.0% | -4.9% |
| 3M | -39.7% | +8.7% | -48.4% | -42.2% |
| 6M | -12.5% | +51.7% | -64.2% | -27.8% |
| YTD | +10.2% | +99.0% | -88.9% | -18.8% |
| 1Y | +50.7% | +34.6% | +16.1% | +28.4% |
| 3Y | -74.5% | -7.8% | -66.7% | -76.4% |
| All | -91.9% | +107.8% | -199.7% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling