+55.9%
PLUG vs SSNC
+164.2%
-108.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.8% | +8.0% | +7.0% |
| 7D | +8.1% | -1.8% | +9.9% | +9.3% |
| 30D | +3.7% | +1.9% | +1.8% | +1.9% |
| 3M | -29.2% | +18.4% | -47.5% | -39.4% |
| 6M | +6.1% | +7.0% | -0.9% | -3.5% |
| YTD | +14.7% | -6.9% | +21.7% | +15.9% |
| 1Y | +56.9% | -8.2% | +65.1% | +60.2% |
| 3Y | -71.6% | +50.5% | -122.1% | -80.7% |
| 5Y | -91.0% | +17.4% | -108.4% | -92.4% |
| 10Y | +55.9% | +164.9% | -109.1% | -17.0% |
| All | +55.9% | +164.2% | -108.4% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling