-7.5%
PLUG vs SPY
+311.8%
-319.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -3.1% |
| 7D | -6.8% | -0.9% | -5.9% | -5.2% |
| 30D | -16.0% | -2.4% | -13.7% | -12.0% |
| 3M | -38.7% | -1.2% | -37.6% | -37.0% |
| 6M | -61.4% | +3.3% | -64.7% | -62.9% |
| YTD | -31.0% | +12.3% | -43.3% | -42.4% |
| 1Y | -46.2% | +12.4% | -58.7% | -55.1% |
| 3Y | -61.5% | +78.8% | -140.3% | -85.3% |
| 5Y | -96.9% | +75.2% | -172.0% | -98.6% |
| 10Y | -7.5% | +311.1% | -318.6% | -88.0% |
| All | -7.5% | +311.8% | -319.2% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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