+31.6%
SPGI vs PLUG
-75.5%
+107.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.7% |
| 7D | -0.9% | +14.5% | -15.4% | -1.0% |
| 30D | +15.5% | -10.7% | +26.2% | +15.6% |
| 3M | +15.7% | -31.2% | +46.9% | +16.1% |
| 6M | +19.1% | -51.9% | +71.0% | +19.8% |
| YTD | -4.1% | -23.9% | +19.8% | -4.4% |
| 1Y | +1.2% | -43.4% | +44.6% | +1.2% |
| 3Y | +31.6% | -74.7% | +106.3% | +30.0% |
| All | +31.6% | -75.5% | +107.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling