-99.6%
PLUG vs SPYG
+524.9%
-624.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.8% | -8.2% | -7.9% |
| 7D | -3.2% | -1.9% | -1.2% | -0.3% |
| 30D | -18.7% | -9.2% | -9.6% | -7.0% |
| 3M | -35.3% | -6.8% | -28.5% | -28.3% |
| 6M | -56.2% | -2.6% | -53.7% | -53.9% |
| YTD | -30.7% | +7.5% | -38.2% | -35.8% |
| 1Y | -46.7% | +6.7% | -53.4% | -50.1% |
| 3Y | -61.3% | +90.1% | -151.4% | -83.2% |
| 5Y | -96.6% | +69.2% | -165.8% | -98.1% |
| 10Y | +1.1% | +391.9% | -390.8% | -84.0% |
| All | -99.6% | +524.9% | -624.5% | -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