-72.8%
PLUG vs SNY
-9.4%
-63.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +3.8% | -3.6% | +7.5% | +5.0% |
| 30D | +2.8% | -1.4% | +4.3% | +3.3% |
| 3M | -25.4% | -4.2% | -21.2% | -24.7% |
| 6M | -0.5% | +2.0% | -2.4% | -2.2% |
| YTD | +10.2% | -6.7% | +16.8% | +11.6% |
| 1Y | +53.9% | -4.7% | +58.6% | +55.2% |
| All | -72.8% | -9.4% | -63.4% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling