+1.1%
PLUG vs SPY
+304.1%
-303.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.3% |
| 7D | -3.2% | -0.6% | -2.6% | -1.9% |
| 30D | -18.7% | -3.7% | -15.1% | -12.6% |
| 3M | -35.3% | -2.7% | -32.6% | -31.5% |
| 6M | -56.2% | +2.2% | -58.4% | -57.2% |
| YTD | -30.7% | +10.8% | -41.5% | -40.7% |
| 1Y | -46.7% | +11.2% | -57.9% | -54.6% |
| 3Y | -61.3% | +76.5% | -137.8% | -84.8% |
| 5Y | -96.6% | +72.9% | -169.5% | -98.5% |
| 10Y | +1.1% | +304.8% | -303.7% | -85.3% |
| All | +1.1% | +304.1% | -303.0% | -85.3% |
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