+20.0%
PLUG vs SPXU
-99.5%
+119.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.0% | +10.5% | -0.7% |
| 7D | +14.5% | -1.5% | +16.0% | +14.8% |
| 30D | -10.7% | +9.7% | -20.4% | -4.0% |
| 3M | -31.2% | +8.4% | -39.6% | -26.0% |
| 6M | -51.9% | -5.7% | -46.2% | -51.1% |
| YTD | -23.9% | -25.4% | +1.6% | -30.4% |
| 1Y | -43.4% | -28.9% | -14.5% | -49.3% |
| 3Y | -74.7% | -81.2% | +6.5% | -87.3% |
| 5Y | -96.3% | -83.3% | -13.0% | -97.5% |
| 10Y | +20.0% | -99.5% | +119.5% | -71.9% |
| All | +20.0% | -99.5% | +119.5% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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