-91.9%
PLUG vs BTG
+72.3%
-164.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +3.3% | +36.8% | -33.5% | -8.8% |
| 3M | -39.7% | +23.1% | -62.8% | -44.8% |
| 6M | -12.5% | +3.5% | -16.0% | -15.9% |
| YTD | +10.2% | +25.5% | -15.3% | -4.0% |
| 1Y | +50.7% | +40.1% | +10.6% | +23.6% |
| 3Y | -74.5% | +101.1% | -175.6% | -83.1% |
| All | -91.9% | +72.3% | -164.2% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling