-42.1%
PLUG vs SYF
+4.2%
-46.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +2.8% | -0.4% | +3.3% | +2.8% |
| 30D | -22.8% | +4.4% | -27.1% | -24.2% |
| 3M | -32.4% | -4.7% | -27.7% | -31.2% |
| 6M | -53.4% | +1.9% | -55.3% | -53.9% |
| YTD | -25.9% | -8.9% | -16.9% | -25.3% |
| 1Y | -42.1% | +4.1% | -46.1% | -52.3% |
| All | -42.1% | +4.2% | -46.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 1y: compounded portfolio wealth divided by compounded SYF 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…
1y analysis · Full analysis span regression · 6 months rolling