-26.5%
PLUG vs SPG
+113.9%
-140.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.3% | -10.2% | -10.3% |
| 7D | -23.4% | +2.0% | -25.4% | -24.2% |
| 30D | -23.4% | +17.2% | -40.7% | -29.8% |
| 3M | -51.7% | +6.3% | -58.1% | -53.4% |
| 6M | -72.0% | +18.7% | -90.7% | -74.8% |
| YTD | -43.7% | +30.1% | -73.7% | -52.1% |
| 1Y | -55.4% | +32.8% | -88.2% | -62.5% |
| 3Y | -68.0% | +133.6% | -201.6% | -79.9% |
| 5Y | -97.4% | +84.4% | -181.8% | -98.2% |
| All | -26.5% | +113.9% | -140.4% | -47.0% |
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