-26.5%
PLUG vs SYF
+178.4%
-204.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -10.9% |
| 7D | -23.4% | -2.0% | -21.4% | -22.6% |
| 30D | -23.4% | +1.2% | -24.6% | -24.1% |
| 3M | -51.7% | -9.4% | -42.4% | -49.2% |
| 6M | -72.0% | +4.4% | -76.4% | -73.0% |
| YTD | -43.7% | -11.9% | -31.7% | -40.9% |
| 1Y | -55.4% | -0.4% | -55.0% | -56.3% |
| 3Y | -68.0% | +159.6% | -227.6% | -82.7% |
| 5Y | -97.4% | +60.9% | -158.3% | -98.2% |
| All | -26.5% | +178.4% | -204.9% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling