+56.9%
PLUG vs BTSG
+154.4%
-97.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +3.1% |
| 7D | +8.1% | +5.7% | +2.4% | +6.1% |
| 30D | +3.7% | +0.2% | +3.5% | +3.4% |
| 3M | -29.2% | +5.6% | -34.8% | -32.0% |
| 6M | +6.1% | +50.8% | -44.7% | -15.8% |
| YTD | +14.7% | +67.0% | -52.3% | -14.2% |
| 1Y | +56.9% | +145.5% | -88.6% | +8.6% |
| All | +56.9% | +154.4% | -97.5% | +8.6% |
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