-91.9%
PLUG vs SPYG
+85.0%
-177.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.5% |
| 30D | +3.3% | -0.4% | +3.8% | +4.4% |
| 3M | -39.7% | +0.5% | -40.3% | -39.8% |
| 6M | -12.5% | +17.5% | -30.0% | -31.8% |
| YTD | +10.2% | +14.3% | -4.2% | -10.1% |
| 1Y | +50.7% | +21.7% | +29.0% | +12.1% |
| 3Y | -74.5% | +98.6% | -173.1% | -92.2% |
| All | -91.9% | +85.0% | -177.0% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling