-91.9%
PLUG vs SYF
+89.0%
-180.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | -0.9% | +2.4% | -3.3% | -2.4% |
| 30D | +3.3% | +0.8% | +2.5% | +2.8% |
| 3M | -39.7% | +13.4% | -53.1% | -45.3% |
| 6M | -12.5% | +16.3% | -28.8% | -22.5% |
| YTD | +10.2% | -3.0% | +13.2% | +9.6% |
| 1Y | +50.7% | +5.7% | +45.0% | +41.7% |
| 3Y | -74.5% | +160.1% | -234.6% | -89.1% |
| All | -91.9% | +89.0% | -180.9% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling