+47.9%
PLUG vs SNY
+64.5%
-16.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.2% | -3.3% | +0.1% | -1.9% |
| 30D | -8.3% | -2.2% | -6.1% | -7.5% |
| 3M | -25.8% | -3.0% | -22.8% | -25.3% |
| 6M | -5.8% | +2.7% | -8.6% | -8.0% |
| YTD | +6.6% | -6.8% | +13.4% | +8.1% |
| 1Y | +39.1% | -5.3% | +44.3% | +40.6% |
| 3Y | -73.7% | -9.8% | -63.9% | -73.3% |
| 5Y | -91.3% | +9.7% | -101.0% | -92.2% |
| All | +47.9% | +64.5% | -16.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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