-99.2%
PLUG vs SPY
+765.4%
-864.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.4% | -3.1% | -0.1% |
| 7D | -4.9% | -4.7% | -0.2% | +3.4% |
| 30D | -27.4% | -5.9% | -21.5% | -19.2% |
| 3M | -35.7% | -4.5% | -31.2% | -30.0% |
| 6M | -59.3% | +1.8% | -61.1% | -59.9% |
| YTD | -31.5% | +8.3% | -39.8% | -38.6% |
| 1Y | -48.9% | +9.3% | -58.2% | -54.9% |
| 3Y | -79.6% | +74.9% | -154.5% | -91.7% |
| 5Y | -96.5% | +67.3% | -163.8% | -98.3% |
| 10Y | -4.9% | +311.6% | -316.5% | -88.3% |
| All | -99.2% | +765.4% | -864.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling