-79.0%
PLUG vs SSNC
+998.3%
-1,077.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +7.9% |
| 7D | +5.8% | -3.3% | +9.2% | +7.9% |
| 30D | -18.5% | -1.3% | -17.3% | -18.5% |
| 3M | -30.0% | -2.3% | -27.6% | -29.7% |
| 6M | -56.2% | +12.6% | -68.8% | -60.9% |
| YTD | -26.4% | -10.1% | -16.3% | -24.9% |
| 1Y | -42.2% | -6.6% | -35.7% | -42.5% |
| 3Y | -76.8% | +54.0% | -130.8% | -83.1% |
| 5Y | -96.2% | +7.0% | -103.2% | -96.5% |
| 10Y | +2.1% | +176.7% | -174.6% | -39.0% |
| All | -79.0% | +998.3% | -1,077.2% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling