+2,387.5%
SPGI vs PLUG
-98.6%
+2,486.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.8% |
| 7D | +0.1% | -0.9% | +1.1% | +0.2% |
| 30D | +8.4% | +3.3% | +5.1% | +8.0% |
| 3M | +11.8% | -39.7% | +51.6% | +15.5% |
| 6M | +5.7% | -12.5% | +18.2% | +5.4% |
| YTD | -9.7% | +10.2% | -19.8% | -12.0% |
| 1Y | -12.5% | +50.7% | -63.2% | -18.1% |
| 3Y | +21.8% | -74.5% | +96.3% | +19.9% |
| 5Y | +8.2% | -91.8% | +100.0% | +12.1% |
| 10Y | +309.5% | +43.7% | +265.8% | +205.4% |
| All | +2,387.5% | -98.6% | +2,486.1% | +1,704.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling