+1.1%
PLUG vs BTG
+144.7%
-143.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.5% | -2.5% | -7.5% |
| 7D | -3.2% | +13.0% | -16.2% | -5.9% |
| 30D | -18.7% | +1.1% | -19.9% | -19.1% |
| 3M | -35.3% | +5.3% | -40.6% | -36.2% |
| 6M | -56.2% | +1.1% | -57.3% | -56.7% |
| YTD | -30.7% | +19.2% | -49.9% | -35.1% |
| 1Y | -46.7% | +31.5% | -78.1% | -51.3% |
| 3Y | -61.3% | +94.3% | -155.6% | -68.2% |
| 5Y | -96.6% | +41.8% | -138.4% | -97.1% |
| 10Y | +1.1% | +162.9% | -161.8% | -7.2% |
| All | +1.1% | +144.7% | -143.6% | -7.2% |
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