-7.8%
PLUG vs SPG
+116.4%
-124.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -7.2% | +2.7% | -9.9% | -8.5% |
| 30D | -16.4% | +16.6% | -32.9% | -23.1% |
| 3M | -39.0% | +8.1% | -47.0% | -41.5% |
| 6M | -61.5% | +19.3% | -80.8% | -65.5% |
| YTD | -31.2% | +31.1% | -62.3% | -41.8% |
| 1Y | -46.4% | +32.8% | -79.2% | -55.0% |
| 3Y | -61.6% | +135.8% | -197.4% | -76.0% |
| 5Y | -96.9% | +85.1% | -182.0% | -97.8% |
| 10Y | -7.8% | +115.9% | -123.8% | -33.3% |
| All | -7.8% | +116.4% | -124.2% | -33.3% |
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