+20.0%
PLUG vs SSNC
+177.4%
-157.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +14.5% | -4.5% | +19.0% | +18.3% |
| 30D | -10.7% | -3.9% | -6.8% | -8.8% |
| 3M | -31.2% | -1.3% | -29.9% | -31.4% |
| 6M | -51.9% | +14.1% | -66.1% | -58.8% |
| YTD | -23.9% | -9.9% | -14.0% | -22.0% |
| 1Y | -43.4% | -6.2% | -37.2% | -44.0% |
| 3Y | -74.7% | +56.1% | -130.8% | -83.7% |
| 5Y | -96.3% | +5.4% | -101.7% | -96.7% |
| 10Y | +20.0% | +172.3% | -152.3% | -40.9% |
| All | +20.0% | +177.4% | -157.4% | -40.9% |
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