+22.0%
SPGI vs PLUG
-74.3%
+96.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.6% |
| 7D | +0.1% | -0.9% | +1.1% | +0.2% |
| 30D | +8.4% | +3.3% | +5.1% | +8.3% |
| 3M | +11.8% | -39.7% | +51.6% | +12.8% |
| 6M | +5.7% | -12.5% | +18.2% | +5.4% |
| YTD | -9.7% | +10.2% | -19.8% | -10.5% |
| 1Y | -12.5% | +50.7% | -63.2% | -14.5% |
| All | +22.0% | -74.3% | +96.3% | +25.7% |
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