+19.8%
PG vs PLUG
-59.1%
+78.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +0.1% |
| 7D | +4.1% | -2.8% | +6.9% | +4.1% |
| 30D | +12.3% | -18.5% | +30.7% | +12.1% |
| 3M | +15.9% | -35.1% | +51.0% | +15.6% |
| 6M | +16.8% | -56.1% | +72.9% | +16.3% |
| YTD | +21.1% | -30.5% | +51.6% | +20.7% |
| 1Y | +19.3% | -46.5% | +65.8% | +18.9% |
| All | +19.8% | -59.1% | +78.9% | +16.8% |
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