-36.2%
PLUG vs BTSG
+416.6%
-452.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +3.8% | +2.9% | +0.9% | +3.0% |
| 30D | +2.8% | +0.9% | +2.0% | +2.2% |
| 3M | -25.4% | +1.6% | -27.1% | -26.6% |
| 6M | -0.5% | +46.8% | -47.3% | -13.4% |
| YTD | +10.2% | +65.5% | -55.4% | -7.7% |
| 1Y | +53.9% | +136.2% | -82.3% | +17.1% |
| All | -36.2% | +416.6% | -452.8% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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