+18.5%
SPY vs PLUG
+50.7%
-32.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.3% |
| 7D | -0.4% | +3.8% | -4.2% | -0.5% |
| 30D | -1.4% | +2.8% | -4.2% | -1.5% |
| 3M | +3.7% | -25.4% | +29.1% | +4.7% |
| 6M | +13.0% | -0.5% | +13.5% | +12.6% |
| YTD | +12.4% | +10.2% | +2.2% | +11.3% |
| 1Y | +18.5% | +53.9% | -35.4% | +18.1% |
| All | +18.5% | +50.7% | -32.2% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling