-60.0%
PLUG vs SYF
+340.9%
-400.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | -0.9% | +2.4% | -3.3% | -2.2% |
| 30D | +3.3% | +0.8% | +2.5% | +2.9% |
| 3M | -39.7% | +13.4% | -53.1% | -44.5% |
| 6M | -12.5% | +16.3% | -28.8% | -20.8% |
| YTD | +10.2% | -3.0% | +13.2% | +9.8% |
| 1Y | +50.7% | +5.7% | +45.0% | +43.6% |
| 3Y | -74.5% | +160.1% | -234.6% | -86.3% |
| 5Y | -91.8% | +88.5% | -180.3% | -94.8% |
| 10Y | +43.7% | +263.1% | -219.4% | -41.1% |
| All | -60.0% | +340.9% | -400.9% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling