-96.5%
PLUG vs SPYG
+63.1%
-159.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +5.9% |
| 7D | +5.8% | -3.6% | +9.5% | +12.7% |
| 30D | -18.5% | -11.2% | -7.4% | -1.0% |
| 3M | -30.0% | -8.1% | -21.9% | -19.3% |
| 6M | -56.2% | -3.3% | -52.9% | -53.1% |
| YTD | -26.4% | +5.5% | -31.9% | -31.4% |
| 1Y | -42.2% | +7.0% | -49.2% | -47.5% |
| 3Y | -76.8% | +89.5% | -166.3% | -92.5% |
| All | -96.5% | +63.1% | -159.6% | -98.3% |
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 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