-99.4%
PLUG vs SPYG
+564.9%
-664.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.4% |
| 30D | +3.3% | -0.4% | +3.8% | +4.2% |
| 3M | -39.7% | +0.5% | -40.3% | -39.6% |
| 6M | -12.5% | +17.5% | -30.0% | -28.7% |
| YTD | +10.2% | +14.3% | -4.2% | -6.6% |
| 1Y | +50.7% | +21.7% | +29.0% | +18.5% |
| 3Y | -74.5% | +98.6% | -173.1% | -89.8% |
| 5Y | -91.8% | +85.1% | -176.9% | -96.0% |
| 10Y | +43.7% | +412.0% | -368.3% | -78.7% |
| All | -99.4% | +564.9% | -664.3% | -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