+58.4%
PLUG vs SPYG
+412.5%
-354.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.4% |
| 7D | +3.8% | +0.3% | +3.5% | +3.3% |
| 30D | +2.8% | -1.7% | +4.5% | +5.7% |
| 3M | -25.4% | +3.6% | -29.1% | -29.1% |
| 6M | -0.5% | +16.6% | -17.1% | -20.4% |
| YTD | +10.2% | +13.4% | -3.2% | -7.7% |
| 1Y | +53.9% | +19.6% | +34.3% | +19.9% |
| 3Y | -72.7% | +99.8% | -172.5% | -90.7% |
| 5Y | -91.4% | +85.0% | -176.4% | -96.4% |
| 10Y | +58.4% | +422.1% | -363.7% | -77.6% |
| All | +58.4% | +412.5% | -354.1% | -77.6% |
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 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