-91.9%
PLUG vs SSNC
+21.4%
-113.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.9% |
| 7D | -0.9% | +0.6% | -1.6% | -1.5% |
| 30D | +3.3% | +6.0% | -2.7% | -2.1% |
| 3M | -39.7% | +21.0% | -60.7% | -50.9% |
| 6M | -12.5% | +12.1% | -24.6% | -24.5% |
| YTD | +10.2% | -3.2% | +13.4% | +10.7% |
| 1Y | +50.7% | -4.4% | +55.1% | +53.4% |
| 3Y | -74.5% | +51.6% | -126.1% | -86.1% |
| All | -91.9% | +21.4% | -113.3% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling