-26.5%
PLUG vs SPYG
+393.2%
-419.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.9% | -9.6% | -9.1% |
| 7D | -23.4% | +2.3% | -25.8% | -25.9% |
| 30D | -23.4% | -6.5% | -17.0% | -14.8% |
| 3M | -51.7% | -6.8% | -44.9% | -45.7% |
| 6M | -72.0% | -3.1% | -68.8% | -70.1% |
| YTD | -43.7% | +8.0% | -51.7% | -48.9% |
| 1Y | -55.4% | +10.2% | -65.6% | -60.9% |
| 3Y | -68.0% | +91.0% | -159.0% | -88.1% |
| 5Y | -97.4% | +67.7% | -165.2% | -98.7% |
| All | -26.5% | +393.2% | -419.7% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling