-63.2%
SPCH vs PLUG
-49.5%
-13.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.5% | -11.1% | -10.8% |
| 7D | -13.4% | +2.8% | -16.2% | -15.7% |
| 30D | -39.6% | -22.8% | -16.9% | -22.9% |
| 3M | -1.4% | -32.4% | +31.0% | +40.8% |
| All | -63.2% | -49.5% | -13.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · Available span rolling