-46.2%
PLUG vs BTSG
+116.3%
-162.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -6.8% | +4.0% | -10.9% | -8.0% |
| 30D | -16.0% | +15.3% | -31.3% | -19.4% |
| 3M | -38.7% | +25.4% | -64.2% | -42.9% |
| 6M | -61.4% | +31.9% | -93.2% | -65.8% |
| YTD | -31.0% | +93.9% | -124.9% | -51.6% |
| 1Y | -46.2% | +114.2% | -160.4% | -64.0% |
| All | -46.2% | +116.3% | -162.6% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling