+158.8%
PGR vs PLUG
-91.3%
+250.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -0.6% | -3.2% | +2.6% | -0.6% |
| 30D | +4.9% | -8.3% | +13.2% | +4.9% |
| 3M | +7.6% | -25.8% | +33.4% | +7.5% |
| 6M | +8.3% | -5.8% | +14.1% | +8.2% |
| YTD | +1.7% | +6.6% | -4.9% | +1.7% |
| 1Y | -6.8% | +39.1% | -45.9% | -6.7% |
| 3Y | +73.4% | -73.7% | +147.2% | +77.1% |
| All | +158.8% | -91.3% | +250.1% | +177.7% |
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