-26.5%
PLUG vs BTG
+164.8%
-191.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.0% | -9.5% | -10.2% |
| 7D | -23.4% | -9.1% | -14.4% | -21.5% |
| 30D | -23.4% | -1.6% | -21.8% | -23.2% |
| 3M | -51.7% | -2.8% | -48.9% | -51.5% |
| 6M | -72.0% | -7.6% | -64.4% | -71.7% |
| YTD | -43.7% | +10.2% | -53.9% | -46.3% |
| 1Y | -55.4% | +21.3% | -76.7% | -58.6% |
| 3Y | -68.0% | +82.7% | -150.7% | -73.4% |
| 5Y | -97.4% | +30.8% | -128.2% | -97.8% |
| All | -26.5% | +164.8% | -191.3% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling