-42.1%
PLUG vs SPYG
+10.8%
-52.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +1.6% |
| 7D | +2.8% | -2.8% | +5.6% | +7.3% |
| 30D | -22.8% | -6.2% | -16.6% | -14.8% |
| 3M | -32.4% | -3.6% | -28.8% | -28.2% |
| 6M | -53.4% | +4.8% | -58.1% | -55.2% |
| YTD | -25.9% | +11.0% | -36.9% | -35.2% |
| 1Y | -42.1% | +11.2% | -53.3% | -49.6% |
| All | -42.1% | +10.8% | -52.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling