-17.9%
PLUG vs SONY
+366.0%
-383.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.5% | -9.3% |
| 7D | -8.1% | -3.2% | -5.0% | -6.1% |
| 30D | -20.5% | +9.6% | -30.1% | -26.4% |
| 3M | -45.9% | +13.3% | -59.1% | -51.4% |
| 6M | -65.2% | +20.3% | -85.5% | -70.5% |
| YTD | -37.1% | +4.1% | -41.2% | -41.3% |
| 1Y | -54.6% | -11.9% | -42.7% | -51.7% |
| 3Y | -64.9% | +56.6% | -121.5% | -76.4% |
| 5Y | -97.1% | +10.9% | -108.1% | -97.5% |
| All | -17.9% | +366.0% | -383.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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