-97.3%
PLUG vs SSNC
+7.5%
-104.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.6% | -10.6% |
| 7D | -23.4% | +2.3% | -25.8% | -25.0% |
| 30D | -23.4% | -3.1% | -20.3% | -22.2% |
| 3M | -51.7% | -2.7% | -49.0% | -51.4% |
| 6M | -72.0% | +23.7% | -95.7% | -78.5% |
| YTD | -43.7% | -8.0% | -35.6% | -41.7% |
| 1Y | -55.4% | -4.7% | -50.7% | -55.9% |
| 3Y | -68.0% | +58.0% | -126.0% | -84.2% |
| All | -97.3% | +7.5% | -104.9% | -97.8% |
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