-91.9%
PLUG vs SPG
+102.5%
-194.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.9% |
| 7D | -0.9% | -2.4% | +1.5% | +1.6% |
| 30D | +3.3% | -6.8% | +10.2% | +11.1% |
| 3M | -39.7% | +2.7% | -42.4% | -43.1% |
| 6M | -12.5% | +5.5% | -18.0% | -20.3% |
| YTD | +10.2% | +15.7% | -5.6% | -10.7% |
| 1Y | +50.7% | +20.9% | +29.8% | +14.7% |
| 3Y | -74.5% | +112.4% | -186.9% | -90.6% |
| All | -91.9% | +102.5% | -194.4% | -97.0% |
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 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