-7.2%
SYK vs PLUG
-73.7%
+66.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.9% |
| 7D | -12.3% | 0.0% | -12.3% | -12.3% |
| 30D | -22.4% | -5.0% | -17.5% | -22.4% |
| 3M | -12.3% | -26.2% | +13.9% | -12.2% |
| 6M | -24.3% | -0.5% | -23.8% | -24.6% |
| YTD | -22.8% | +7.1% | -29.9% | -23.2% |
| 1Y | -28.8% | +46.5% | -75.3% | -30.0% |
| All | -7.2% | -73.7% | +66.4% | -10.3% |
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