-41.4%
PLUG vs BTSG
+106.9%
-148.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.5% | +2.5% |
| 7D | +14.5% | +4.4% | +10.1% | +13.3% |
| 30D | -10.7% | +8.5% | -19.2% | -12.6% |
| 3M | -31.2% | +10.8% | -42.0% | -33.2% |
| 6M | -51.9% | +26.1% | -78.0% | -56.9% |
| YTD | -23.9% | +84.6% | -108.5% | -45.7% |
| All | -41.4% | +106.9% | -148.3% | -60.3% |
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