-96.5%
PLUG vs SPG
+74.6%
-171.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +6.5% |
| 7D | +5.8% | +4.9% | +0.9% | +0.6% |
| 30D | -18.5% | +15.6% | -34.1% | -30.4% |
| 3M | -30.0% | +4.1% | -34.0% | -33.1% |
| 6M | -56.2% | +13.6% | -69.8% | -63.2% |
| YTD | -26.4% | +27.5% | -53.9% | -46.8% |
| 1Y | -42.2% | +32.2% | -74.5% | -60.1% |
| 3Y | -76.8% | +126.0% | -202.8% | -92.4% |
| All | -96.5% | +74.6% | -171.1% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling