-97.0%
PLUG vs SNY
+245.1%
-342.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.6% | +5.6% |
| 7D | +8.1% | -2.7% | +10.9% | +9.8% |
| 30D | +3.7% | -0.7% | +4.4% | +4.0% |
| 3M | -29.2% | -1.6% | -27.5% | -29.3% |
| 6M | +6.1% | +2.3% | +3.8% | +3.0% |
| YTD | +14.7% | -6.0% | +20.7% | +16.1% |
| 1Y | +56.9% | -2.7% | +59.6% | +56.3% |
| 3Y | -71.6% | -7.5% | -64.1% | -72.0% |
| 5Y | -91.0% | +6.7% | -97.7% | -92.2% |
| 10Y | +55.9% | +62.3% | -6.4% | -0.2% |
| All | -97.0% | +245.1% | -342.0% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling