+20.0%
PLUG vs SPY
+315.0%
-295.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.1% | -0.7% |
| 7D | +14.5% | +0.1% | +14.4% | +14.6% |
| 30D | -10.7% | -3.3% | -7.4% | -4.7% |
| 3M | -31.2% | -2.4% | -28.8% | -27.6% |
| 6M | -51.9% | +2.6% | -54.5% | -53.3% |
| YTD | -23.9% | +11.2% | -35.1% | -35.3% |
| 1Y | -43.4% | +13.4% | -56.8% | -53.5% |
| 3Y | -74.7% | +79.9% | -154.6% | -90.6% |
| 5Y | -96.3% | +72.2% | -168.5% | -98.4% |
| 10Y | +20.0% | +307.3% | -287.3% | -83.3% |
| All | +20.0% | +315.0% | -295.0% | -83.3% |
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