-42.1%
PLUG vs SSNC
-3.9%
-38.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.2% |
| 7D | +2.8% | -1.1% | +4.0% | +2.6% |
| 30D | -22.8% | +0.6% | -23.4% | -22.4% |
| 3M | -32.4% | -1.5% | -30.9% | -32.4% |
| 6M | -53.4% | +15.8% | -69.2% | -50.6% |
| YTD | -25.9% | -8.0% | -17.9% | -13.6% |
| 1Y | -42.1% | -5.8% | -36.2% | -34.6% |
| All | -42.1% | -3.9% | -38.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling