+33.0%
SPGI vs PLUG
-79.9%
+112.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.6% | -1.8% |
| 7D | +2.6% | -4.9% | +7.5% | +2.6% |
| 30D | +19.3% | -27.4% | +46.7% | +19.6% |
| 3M | +15.5% | -35.7% | +51.2% | +16.0% |
| 6M | +18.3% | -59.3% | +77.7% | +19.4% |
| YTD | -3.8% | -31.5% | +27.7% | -4.0% |
| 1Y | +1.3% | -48.9% | +50.2% | +1.5% |
| All | +33.0% | -79.9% | +112.8% | +31.5% |
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 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