-73.2%
PLUG vs SYF
+306.8%
-380.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.9% | +7.7% |
| 7D | +5.8% | -2.1% | +8.0% | +7.0% |
| 30D | -18.5% | +2.5% | -21.1% | -19.8% |
| 3M | -30.0% | -6.3% | -23.7% | -27.6% |
| 6M | -56.2% | -1.5% | -54.7% | -56.6% |
| YTD | -26.4% | -10.5% | -15.9% | -23.5% |
| 1Y | -42.2% | +1.5% | -43.7% | -44.0% |
| 3Y | -76.8% | +163.3% | -240.1% | -87.7% |
| 5Y | -96.2% | +66.8% | -163.0% | -97.4% |
| 10Y | +2.1% | +228.5% | -226.4% | -55.8% |
| All | -73.2% | +306.8% | -380.1% | -87.8% |
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