-74.6%
PLUG vs SYF
+164.6%
-239.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | -0.9% | +2.4% | -3.3% | -2.1% |
| 30D | +3.3% | +0.8% | +2.5% | +2.9% |
| 3M | -39.7% | +13.4% | -53.1% | -44.0% |
| 6M | -12.5% | +16.3% | -28.8% | -20.3% |
| YTD | +10.2% | -3.0% | +13.2% | +10.1% |
| 1Y | +50.7% | +5.7% | +45.0% | +43.8% |
| All | -74.6% | +164.6% | -239.2% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling