-67.4%
PLUG vs SOLS
+25.7%
-93.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.3% |
| 7D | -23.4% | +14.0% | -37.4% | -26.2% |
| 30D | -23.4% | +10.0% | -33.4% | -25.6% |
| 3M | -51.7% | +5.8% | -57.6% | -52.7% |
| 6M | -72.0% | -25.2% | -46.8% | -70.7% |
| YTD | -43.7% | +36.5% | -80.2% | -50.8% |
| 1Y | -55.4% | +45.0% | -100.5% | -61.9% |
| All | -67.4% | +25.7% | -93.1% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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