-99.1%
PLUG vs SONY
+110.1%
-209.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.4% | +8.5% |
| 7D | +5.8% | +6.7% | -0.9% | +1.4% |
| 30D | -18.5% | +14.8% | -33.3% | -25.4% |
| 3M | -30.0% | +16.9% | -46.8% | -36.8% |
| 6M | -56.2% | +30.2% | -86.4% | -63.2% |
| YTD | -26.4% | +5.5% | -31.9% | -30.8% |
| 1Y | -42.2% | -4.6% | -37.7% | -42.5% |
| 3Y | -76.8% | +57.2% | -134.1% | -83.1% |
| 5Y | -96.2% | +12.1% | -108.3% | -96.5% |
| 10Y | +2.1% | +361.6% | -359.4% | -56.4% |
| All | -99.1% | +110.1% | -209.2% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling