+13.7%
SPGI vs PLUG
-97.5%
+111.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.6% | +1.7% |
| 7D | +1.2% | -23.4% | +24.7% | +2.7% |
| 30D | +15.9% | -23.4% | +39.4% | +17.5% |
| 3M | +12.3% | -51.7% | +64.0% | +16.6% |
| 6M | +23.7% | -72.0% | +95.7% | +32.1% |
| YTD | -3.5% | -43.7% | +40.1% | -2.5% |
| 1Y | +0.4% | -55.4% | +55.8% | +2.8% |
| 3Y | +29.9% | -68.0% | +97.9% | +24.4% |
| All | +13.7% | -97.5% | +111.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling