+58.4%
PLUG vs BTG
+147.2%
-88.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -4.4% |
| 7D | +3.8% | +2.4% | +1.4% | +3.2% |
| 30D | +2.8% | +9.5% | -6.6% | +0.7% |
| 3M | -25.4% | +38.5% | -63.9% | -31.2% |
| 6M | -0.5% | +5.6% | -6.1% | -3.3% |
| YTD | +10.2% | +23.9% | -13.8% | +2.6% |
| 1Y | +53.9% | +32.1% | +21.8% | +40.7% |
| 3Y | -72.7% | +103.2% | -175.9% | -77.7% |
| 5Y | -91.4% | +79.7% | -171.1% | -92.9% |
| 10Y | +58.4% | +159.1% | -100.7% | +41.2% |
| All | +58.4% | +147.2% | -88.8% | +41.2% |
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