+331.8%
SPGI vs PLUG
+6.6%
+325.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.4% | -8.4% | -1.4% |
| 7D | +0.3% | +5.8% | -5.6% | -0.2% |
| 30D | +18.4% | -18.5% | +36.9% | +19.8% |
| 3M | +15.7% | -30.0% | +45.6% | +18.0% |
| 6M | +17.3% | -56.2% | +73.5% | +22.5% |
| YTD | -4.7% | -26.4% | +21.7% | -4.9% |
| 1Y | +1.8% | -42.2% | +44.0% | +3.0% |
| 3Y | +31.7% | -76.8% | +108.5% | +30.9% |
| 5Y | +12.1% | -96.2% | +108.3% | +25.3% |
| All | +331.8% | +6.6% | +325.2% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling