-99.6%
PLUG vs SPYG
+530.1%
-629.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.8% | -0.2% |
| 7D | +14.5% | 0.0% | +14.5% | +14.8% |
| 30D | -10.7% | -8.4% | -2.3% | +0.9% |
| 3M | -31.2% | -6.2% | -25.0% | -24.4% |
| 6M | -51.9% | -1.8% | -50.2% | -50.0% |
| YTD | -23.9% | +8.4% | -32.2% | -30.3% |
| 1Y | -43.4% | +10.1% | -53.4% | -49.3% |
| 3Y | -74.7% | +94.9% | -169.7% | -89.6% |
| 5Y | -96.3% | +68.5% | -164.8% | -97.9% |
| 10Y | +20.0% | +392.2% | -372.2% | -81.1% |
| All | -99.6% | +530.1% | -629.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling