-71.6%
PLUG vs BTG
+101.2%
-172.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +5.2% |
| 7D | +8.1% | +4.8% | +3.3% | +6.1% |
| 30D | +3.7% | +8.3% | -4.7% | +0.5% |
| 3M | -29.2% | +32.3% | -61.5% | -36.8% |
| 6M | +6.1% | +3.0% | +3.1% | +2.4% |
| YTD | +14.7% | +21.9% | -7.2% | +0.8% |
| 1Y | +56.9% | +28.2% | +28.8% | +32.6% |
| 3Y | -71.6% | +99.9% | -171.5% | -81.8% |
| All | -71.6% | +101.2% | -172.8% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling