+5,368.2%
PGR vs PLUG
-98.6%
+5,466.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -6.0% | -2.0% |
| 7D | -2.6% | +8.1% | -10.7% | -2.9% |
| 30D | -0.2% | +3.7% | -3.9% | -0.4% |
| 3M | +7.4% | -29.2% | +36.5% | +8.7% |
| 6M | +2.1% | +6.1% | -4.0% | +1.1% |
| YTD | +0.5% | +14.7% | -14.3% | -1.4% |
| 1Y | -6.9% | +56.9% | -63.9% | -10.9% |
| 3Y | +73.2% | -71.6% | +144.8% | +70.3% |
| 5Y | +154.8% | -91.0% | +245.8% | +158.0% |
| 10Y | +786.4% | +55.9% | +730.6% | +596.1% |
| All | +5,368.2% | -98.6% | +5,466.8% | +3,609.7% |
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 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