+20.0%
PLUG vs SPYG
+401.0%
-381.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.8% | -0.6% |
| 7D | +14.5% | 0.0% | +14.5% | +14.8% |
| 30D | -10.7% | -8.4% | -2.3% | +2.5% |
| 3M | -31.2% | -6.2% | -25.0% | -23.6% |
| 6M | -51.9% | -1.8% | -50.2% | -49.8% |
| YTD | -23.9% | +8.4% | -32.2% | -31.4% |
| 1Y | -43.4% | +10.1% | -53.4% | -50.4% |
| 3Y | -74.7% | +94.9% | -169.7% | -91.1% |
| 5Y | -96.3% | +68.5% | -164.8% | -98.2% |
| 10Y | +20.0% | +392.2% | -372.2% | -83.3% |
| All | +20.0% | +401.0% | -381.0% | -83.3% |
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