-91.9%
PLUG vs SPY
+82.0%
-173.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.6% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | +3.3% | +0.1% | +3.3% | +3.5% |
| 3M | -39.7% | +2.0% | -41.7% | -41.6% |
| 6M | -12.5% | +13.0% | -25.5% | -30.9% |
| YTD | +10.2% | +13.5% | -3.4% | -13.6% |
| 1Y | +50.7% | +20.0% | +30.7% | +7.3% |
| 3Y | -74.5% | +77.2% | -151.7% | -92.2% |
| All | -91.9% | +82.0% | -173.9% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling