-96.6%
PLUG vs SYF
+63.1%
-159.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.1% | -6.9% | -7.6% |
| 7D | -3.2% | -4.2% | +1.0% | -0.3% |
| 30D | -18.7% | -1.1% | -17.7% | -18.3% |
| 3M | -35.3% | -7.9% | -27.4% | -31.9% |
| 6M | -56.2% | -1.1% | -55.2% | -57.0% |
| YTD | -30.7% | -12.6% | -18.1% | -26.4% |
| 1Y | -46.7% | -2.4% | -44.3% | -47.5% |
| 3Y | -61.3% | +156.6% | -218.0% | -84.2% |
| 5Y | -96.6% | +61.9% | -158.5% | -98.1% |
| All | -96.6% | +63.1% | -159.7% | -98.1% |
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