+20.0%
PLUG vs SYF
+219.4%
-199.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.2% | +3.8% |
| 7D | +14.5% | -4.3% | +18.8% | +17.1% |
| 30D | -10.7% | +1.0% | -11.7% | -11.4% |
| 3M | -31.2% | -6.4% | -24.8% | -28.8% |
| 6M | -51.9% | +1.0% | -52.9% | -53.1% |
| YTD | -23.9% | -10.7% | -13.1% | -20.8% |
| 1Y | -43.4% | +1.8% | -45.1% | -45.2% |
| 3Y | -74.7% | +165.8% | -240.6% | -86.6% |
| 5Y | -96.3% | +65.9% | -162.2% | -97.5% |
| 10Y | +20.0% | +206.0% | -186.0% | -49.3% |
| All | +20.0% | +219.4% | -199.4% | -49.3% |
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 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