+1.1%
PLUG vs SPG
+117.2%
-116.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.6% | -9.6% | -9.3% |
| 7D | -3.2% | +5.6% | -8.8% | -5.9% |
| 30D | -18.7% | +17.6% | -36.3% | -25.7% |
| 3M | -35.3% | +7.5% | -42.8% | -37.9% |
| 6M | -56.2% | +18.5% | -74.8% | -60.7% |
| YTD | -30.7% | +30.9% | -61.6% | -41.3% |
| 1Y | -46.7% | +34.1% | -80.8% | -55.5% |
| 3Y | -61.3% | +135.5% | -196.9% | -75.8% |
| 5Y | -96.6% | +86.5% | -183.1% | -97.6% |
| 10Y | +1.1% | +116.1% | -115.0% | -26.8% |
| All | +1.1% | +117.2% | -116.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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