-57.4%
PLUG vs BTSG
+459.6%
-516.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +6.9% |
| 7D | +5.8% | +0.4% | +5.5% | +5.9% |
| 30D | -18.5% | +5.3% | -23.8% | -19.7% |
| 3M | -30.0% | +10.8% | -40.8% | -32.3% |
| 6M | -56.2% | +27.3% | -83.5% | -59.9% |
| YTD | -26.4% | +79.3% | -105.7% | -39.8% |
| 1Y | -42.2% | +106.0% | -148.2% | -54.6% |
| All | -57.4% | +459.6% | -516.9% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling