-26.5%
PLUG vs SPY
+307.0%
-333.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -9.8% |
| 7D | -23.4% | +2.6% | -26.0% | -26.7% |
| 30D | -23.4% | -2.0% | -21.5% | -20.2% |
| 3M | -51.7% | -2.8% | -49.0% | -48.8% |
| 6M | -72.0% | +2.1% | -74.1% | -72.6% |
| YTD | -43.7% | +11.5% | -55.1% | -52.3% |
| 1Y | -55.4% | +13.5% | -68.9% | -63.4% |
| 3Y | -68.0% | +77.7% | -145.7% | -87.6% |
| 5Y | -97.4% | +72.6% | -170.0% | -98.9% |
| All | -26.5% | +307.0% | -333.5% | -90.4% |
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